+193.9%
KO vs SPMO
+566.1%
-372.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +0.2% | -0.9% | +1.2% | +0.5% |
| 30D | +1.8% | -1.9% | +3.7% | +2.3% |
| 3M | +7.7% | -1.4% | +9.0% | +7.2% |
| 6M | +15.3% | +25.5% | -10.2% | +4.7% |
| YTD | +28.0% | +24.8% | +3.1% | +16.3% |
| 1Y | +34.3% | +24.5% | +9.8% | +21.8% |
| 3Y | +63.8% | +157.1% | -93.3% | +4.9% |
| 5Y | +84.1% | +149.5% | -65.4% | +18.5% |
| 10Y | +185.4% | +518.1% | -332.7% | +28.1% |
| All | +193.9% | +566.1% | -372.2% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling