+33.6%
KO vs STLA
-41.5%
+75.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | +1.6% | -3.1% | +4.7% | +1.6% |
| 3M | +5.8% | -19.6% | +25.4% | +5.9% |
| 6M | +14.3% | -23.5% | +37.8% | +14.3% |
| YTD | +27.3% | -51.5% | +78.8% | +28.1% |
| All | +33.6% | -41.5% | +75.0% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling