+177.9%
KO vs STLA
+51.6%
+126.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | -3.8% | +2.7% | -0.6% |
| 30D | +1.6% | -3.1% | +4.7% | +1.9% |
| 3M | +5.8% | -19.6% | +25.4% | +8.3% |
| 6M | +14.3% | -23.5% | +37.8% | +17.3% |
| YTD | +27.3% | -51.5% | +78.8% | +37.6% |
| 1Y | +33.2% | -39.7% | +72.8% | +38.9% |
| 3Y | +64.5% | -66.3% | +130.8% | +82.0% |
| 5Y | +83.1% | -63.1% | +146.3% | +95.1% |
| All | +177.9% | +51.6% | +126.2% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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