+465.8%
KO vs STLA
+252.7%
+213.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +1.5% | -2.4% | +3.9% | +1.6% |
| 3M | +11.8% | -23.9% | +35.7% | +14.2% |
| 6M | +16.2% | -24.6% | +40.8% | +18.5% |
| YTD | +28.1% | -50.5% | +78.6% | +34.9% |
| 1Y | +34.8% | -39.8% | +74.6% | +39.0% |
| 3Y | +65.5% | -65.6% | +131.1% | +77.0% |
| 5Y | +81.6% | -62.1% | +143.7% | +89.8% |
| 10Y | +176.7% | +47.8% | +128.9% | +157.9% |
| All | +465.8% | +252.7% | +213.2% | +419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling