+34.3%
KO vs STM
+100.2%
-65.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | +1.8% | -4.9% | +6.8% | +1.6% |
| 3M | +7.7% | -34.0% | +41.7% | +6.2% |
| 6M | +15.3% | +51.8% | -36.6% | +13.6% |
| YTD | +28.0% | +99.4% | -71.4% | +27.0% |
| 1Y | +34.3% | +99.1% | -64.8% | +35.7% |
| All | +34.3% | +100.2% | -65.9% | +35.7% |
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