+62.9%
KO vs SPMO
+154.5%
-91.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.1% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.6% | -0.7% | +2.3% | +1.5% |
| 3M | +5.8% | +2.8% | +2.9% | +6.0% |
| 6M | +14.3% | +24.4% | -10.1% | +15.1% |
| YTD | +27.3% | +24.2% | +3.1% | +28.2% |
| 1Y | +33.2% | +24.5% | +8.7% | +34.1% |
| All | +62.9% | +154.5% | -91.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling