+1,738.1%
KO vs SPG
+5,319.3%
-3,581.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +1.5% | -4.9% | +6.5% | +2.4% |
| 3M | +11.8% | +3.3% | +8.5% | +11.2% |
| 6M | +16.2% | +11.2% | +5.0% | +13.9% |
| YTD | +28.1% | +17.1% | +11.0% | +24.3% |
| 1Y | +34.8% | +21.6% | +13.2% | +29.9% |
| 3Y | +65.5% | +111.9% | -46.4% | +42.7% |
| 5Y | +81.6% | +106.9% | -25.4% | +55.3% |
| 10Y | +176.7% | +62.2% | +114.5% | +129.8% |
| All | +1,738.1% | +5,319.3% | -3,581.2% | +645.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling