+179.3%
KO vs STRL
+7,221.5%
-7,042.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.3% |
| 7D | +0.2% | +5.0% | -4.8% | +0.1% |
| 30D | +1.8% | -6.9% | +8.7% | +2.0% |
| 3M | +7.7% | -39.1% | +46.7% | +9.3% |
| 6M | +15.3% | +21.5% | -6.2% | +11.6% |
| YTD | +28.0% | +66.9% | -38.9% | +21.4% |
| 1Y | +34.3% | +61.6% | -27.4% | +26.8% |
| 3Y | +63.8% | +560.0% | -496.2% | +33.3% |
| 5Y | +84.1% | +2,238.9% | -2,154.8% | +27.5% |
| All | +179.3% | +7,221.5% | -7,042.2% | +71.0% |
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 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