+1,806.5%
KO vs SPY
+3,074.3%
-1,267.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | +1.5% | -0.9% | +2.4% | +2.0% |
| 3M | +11.8% | +3.9% | +7.9% | +9.1% |
| 6M | +16.2% | +14.5% | +1.7% | +7.0% |
| YTD | +28.1% | +12.9% | +15.2% | +18.7% |
| 1Y | +34.8% | +19.4% | +15.4% | +20.7% |
| 3Y | +65.5% | +78.5% | -13.0% | +14.6% |
| 5Y | +81.6% | +81.8% | -0.2% | +22.6% |
| 10Y | +176.7% | +311.5% | -134.8% | +13.5% |
| All | +1,806.5% | +3,074.3% | -1,267.8% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling