+43.2%
KO vs STRL
-30.1%
+73.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -21.5% | +22.5% | -0.2% |
| 7D | +4.4% | -27.1% | +31.5% | +2.8% |
| 30D | +10.7% | -45.8% | +56.5% | +7.4% |
| 3M | +11.3% | -47.6% | +59.0% | +7.9% |
| 6M | +24.0% | -46.4% | +70.5% | +18.9% |
| YTD | +39.7% | -7.4% | +47.1% | +36.0% |
| 1Y | +43.2% | -25.9% | +69.1% | +39.0% |
| All | +43.2% | -30.1% | +73.4% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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