+179.3%
KO vs STM
+672.2%
-492.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | +1.8% | -4.9% | +6.8% | +2.1% |
| 3M | +7.7% | -34.0% | +41.7% | +10.7% |
| 6M | +15.3% | +51.8% | -36.6% | +8.8% |
| YTD | +28.0% | +99.4% | -71.4% | +17.3% |
| 1Y | +34.3% | +99.1% | -64.8% | +22.7% |
| 3Y | +63.8% | +19.5% | +44.3% | +55.4% |
| 5Y | +84.1% | +19.5% | +64.6% | +70.5% |
| All | +179.3% | +672.2% | -492.9% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling