+228.7%
KO vs STRL
+3,697.3%
-3,468.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +4.9% | +2.0% |
| 7D | +3.7% | +15.7% | -11.9% | +3.2% |
| 30D | +8.1% | -35.5% | +43.6% | +9.4% |
| 3M | +14.2% | -47.1% | +61.4% | +16.2% |
| 6M | +25.2% | -65.8% | +91.0% | +28.9% |
| YTD | +44.7% | -4.5% | +49.2% | +39.1% |
| 1Y | +43.4% | -10.5% | +53.8% | +38.1% |
| 3Y | +90.1% | +340.6% | -250.6% | +53.7% |
| 5Y | +103.0% | +911.0% | -808.1% | +45.6% |
| All | +228.7% | +3,697.3% | -3,468.6% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling