+162.5%
KO vs SPOT
+218.6%
-56.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.4% |
| 7D | +0.4% | -2.9% | +3.3% | +0.5% |
| 30D | +1.5% | +8.3% | -6.8% | +1.2% |
| 3M | +11.8% | +5.1% | +6.7% | +11.6% |
| 6M | +16.2% | -6.5% | +22.7% | +16.3% |
| YTD | +28.1% | -9.0% | +37.0% | +28.2% |
| 1Y | +34.8% | -26.4% | +61.2% | +35.9% |
| 3Y | +65.5% | +240.0% | -174.6% | +55.3% |
| 5Y | +81.6% | +111.7% | -30.2% | +70.6% |
| All | +162.5% | +218.6% | -56.1% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling