+43.2%
KO vs STM
+92.4%
-49.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.1% | +0.6% |
| 7D | +4.4% | -6.0% | +10.5% | +4.0% |
| 30D | +10.7% | -20.9% | +31.7% | +9.2% |
| 3M | +11.3% | -15.8% | +27.1% | +10.3% |
| 6M | +24.0% | -17.0% | +41.1% | +21.4% |
| YTD | +39.7% | +76.8% | -37.1% | +39.6% |
| 1Y | +43.2% | +96.5% | -53.3% | +43.4% |
| All | +43.2% | +92.4% | -49.1% | +43.4% |
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