+4,235.9%
KO vs SPGI
+14,090.3%
-9,854.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.4% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +1.4% | +8.4% | -7.0% | -0.6% |
| 3M | +15.4% | +11.8% | +3.5% | +11.9% |
| 6M | +14.3% | +5.7% | +8.6% | +12.1% |
| YTD | +27.7% | -9.7% | +37.3% | +29.4% |
| 1Y | +32.7% | -12.5% | +45.2% | +35.3% |
| 3Y | +62.2% | +21.8% | +40.4% | +50.9% |
| 5Y | +80.0% | +8.2% | +71.8% | +70.3% |
| 10Y | +175.6% | +309.5% | -133.9% | +84.7% |
| All | +4,235.9% | +14,090.3% | -9,854.4% | +752.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling