+1,438.1%
KO vs STM
+2,285.7%
-847.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -1.8% | +5.8% | -7.6% | -2.3% |
| 30D | +1.4% | -1.0% | +2.4% | +1.4% |
| 3M | +15.4% | -33.3% | +48.6% | +18.8% |
| 6M | +14.3% | +57.4% | -43.1% | +7.4% |
| YTD | +27.7% | +102.2% | -74.5% | +16.6% |
| 1Y | +32.7% | +99.6% | -66.9% | +21.0% |
| 3Y | +62.2% | +14.5% | +47.7% | +53.3% |
| 5Y | +80.0% | +21.4% | +58.6% | +66.1% |
| 10Y | +175.6% | +695.0% | -519.3% | +101.2% |
| All | +1,438.1% | +2,285.7% | -847.6% | +839.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling