+540.0%
KO vs SPYG
+553.6%
-13.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | -1.1% | -1.8% | +0.7% | -0.4% |
| 30D | +1.6% | -1.9% | +3.5% | +2.3% |
| 3M | +5.8% | +5.2% | +0.6% | +3.4% |
| 6M | +14.3% | +15.6% | -1.3% | +7.4% |
| YTD | +27.3% | +12.4% | +14.9% | +20.7% |
| 1Y | +33.2% | +17.5% | +15.7% | +23.8% |
| 3Y | +64.5% | +98.1% | -33.6% | +21.0% |
| 5Y | +83.1% | +84.9% | -1.8% | +36.1% |
| 10Y | +183.9% | +417.7% | -233.8% | +36.8% |
| All | +540.0% | +553.6% | -13.6% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling