+102.9%
KO vs STM
-5.1%
+108.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +3.7% | +12.0% | -8.3% | +3.6% |
| 30D | +8.1% | -0.4% | +8.5% | +8.1% |
| 3M | +14.2% | -13.2% | +27.4% | +14.4% |
| 6M | +25.2% | -26.1% | +51.3% | +25.2% |
| YTD | +44.7% | +81.2% | -36.5% | +38.6% |
| 1Y | +43.4% | +98.3% | -54.9% | +36.6% |
| 3Y | +90.1% | +16.7% | +73.3% | +85.5% |
| All | +102.9% | -5.1% | +108.0% | +96.3% |
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