+62.4%
KO vs STRL
+526.3%
-463.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.0% |
| 7D | -0.8% | +8.2% | -9.0% | -0.4% |
| 30D | +0.8% | -6.3% | +7.1% | +0.5% |
| 3M | +8.3% | -41.2% | +49.5% | +6.5% |
| 6M | +14.0% | +20.4% | -6.3% | +14.8% |
| YTD | +26.9% | +61.7% | -34.8% | +29.5% |
| 1Y | +32.7% | +72.7% | -40.0% | +36.0% |
| All | +62.4% | +526.3% | -463.9% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling