+32.7%
KO vs STM
+107.3%
-74.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.7% |
| 7D | -1.8% | +5.8% | -7.6% | -1.5% |
| 30D | +1.4% | -1.0% | +2.4% | +1.4% |
| 3M | +15.4% | -33.3% | +48.6% | +14.0% |
| 6M | +14.3% | +57.4% | -43.1% | +12.8% |
| YTD | +27.7% | +102.2% | -74.5% | +26.9% |
| 1Y | +32.7% | +99.6% | -66.9% | +33.2% |
| All | +32.7% | +107.3% | -74.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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