+83.1%
KO vs STM
+17.3%
+65.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -1.1% | -1.1% | -0.1% | -1.1% |
| 30D | +1.6% | -7.8% | +9.4% | +1.7% |
| 3M | +5.8% | -28.2% | +33.9% | +6.4% |
| 6M | +14.3% | +52.0% | -37.7% | +10.8% |
| YTD | +27.3% | +96.4% | -69.1% | +21.8% |
| 1Y | +33.2% | +98.8% | -65.7% | +27.1% |
| 3Y | +64.5% | +18.3% | +46.2% | +61.5% |
| 5Y | +83.1% | +17.7% | +65.4% | +73.0% |
| All | +83.1% | +17.3% | +65.9% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling