+179.3%
KO vs SPYG
+424.6%
-245.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +0.5% |
| 30D | +1.8% | -1.5% | +3.3% | +2.3% |
| 3M | +7.7% | +3.7% | +3.9% | +6.0% |
| 6M | +15.3% | +16.4% | -1.2% | +8.4% |
| YTD | +28.0% | +13.3% | +14.6% | +21.4% |
| 1Y | +34.3% | +17.9% | +16.4% | +25.1% |
| 3Y | +63.8% | +98.3% | -34.6% | +18.2% |
| 5Y | +84.1% | +86.4% | -2.4% | +34.4% |
| All | +179.3% | +424.6% | -245.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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