+83.1%
KO vs SPOT
+111.2%
-28.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | -1.1% | -6.9% | +5.7% | -0.9% |
| 30D | +1.6% | +4.1% | -2.6% | +1.5% |
| 3M | +5.8% | +3.7% | +2.0% | +5.6% |
| 6M | +14.3% | -1.6% | +15.9% | +14.2% |
| YTD | +27.3% | -10.2% | +37.5% | +27.6% |
| 1Y | +33.2% | -25.9% | +59.1% | +34.2% |
| 3Y | +64.5% | +235.6% | -171.1% | +54.7% |
| 5Y | +83.1% | +110.6% | -27.5% | +67.2% |
| All | +83.1% | +111.2% | -28.1% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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