+177.9%
KO vs STM
+660.7%
-482.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -1.1% | -1.1% | -0.1% | -1.0% |
| 30D | +1.6% | -7.8% | +9.4% | +2.1% |
| 3M | +5.8% | -28.2% | +33.9% | +7.8% |
| 6M | +14.3% | +52.0% | -37.7% | +7.9% |
| YTD | +27.3% | +96.4% | -69.1% | +16.9% |
| 1Y | +33.2% | +98.8% | -65.7% | +21.7% |
| 3Y | +64.5% | +18.3% | +46.2% | +56.2% |
| 5Y | +83.1% | +17.7% | +65.4% | +69.8% |
| All | +177.9% | +660.7% | -482.8% | +114.0% |
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