+177.9%
KO vs SPY
+318.9%
-141.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -1.1% | -2.0% | +0.9% | -0.1% |
| 30D | +1.6% | -1.7% | +3.2% | +2.4% |
| 3M | +5.8% | +4.7% | +1.0% | +3.1% |
| 6M | +14.3% | +12.5% | +1.8% | +7.1% |
| YTD | +27.3% | +11.7% | +15.6% | +19.5% |
| 1Y | +33.2% | +17.5% | +15.7% | +21.4% |
| 3Y | +64.5% | +76.6% | -12.1% | +15.5% |
| 5Y | +83.1% | +82.0% | +1.1% | +24.2% |
| All | +177.9% | +318.9% | -141.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling