+83.1%
KO vs SPGI
+0.1%
+83.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | -1.1% | -8.9% | +7.8% | +0.7% |
| 30D | +1.6% | +0.6% | +0.9% | +1.4% |
| 3M | +5.8% | +2.0% | +3.8% | +5.1% |
| 6M | +14.3% | +0.1% | +14.2% | +13.8% |
| YTD | +27.3% | -16.4% | +43.7% | +31.3% |
| 1Y | +33.2% | -18.9% | +52.1% | +38.2% |
| 3Y | +64.5% | +13.8% | +50.7% | +54.0% |
| 5Y | +83.1% | +0.5% | +82.6% | +71.6% |
| All | +83.1% | +0.1% | +83.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 5y: compounded portfolio wealth divided by compounded SPGI 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…
5y analysis · Full analysis span regression · 6 months rolling