+334.9%
KO vs SRE
+1,524.7%
-1,189.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +1.6% | -1.7% | +3.3% | +2.0% |
| 3M | +5.8% | -7.1% | +12.8% | +8.0% |
| 6M | +14.3% | -8.4% | +22.7% | +17.1% |
| YTD | +27.3% | -3.5% | +30.8% | +28.1% |
| 1Y | +33.2% | +5.4% | +27.8% | +30.0% |
| 3Y | +64.5% | +29.5% | +34.9% | +46.6% |
| 5Y | +83.1% | +48.3% | +34.8% | +54.8% |
| 10Y | +183.9% | +123.5% | +60.5% | +106.1% |
| All | +334.9% | +1,524.7% | -1,189.8% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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