+81.7%
KO vs STRL
+2,102.6%
-2,020.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -0.8% | +8.2% | -9.0% | -0.6% |
| 30D | +0.8% | -6.3% | +7.1% | +0.7% |
| 3M | +8.3% | -41.2% | +49.5% | +7.7% |
| 6M | +14.0% | +20.4% | -6.3% | +13.2% |
| YTD | +26.9% | +61.7% | -34.8% | +26.1% |
| 1Y | +32.7% | +72.7% | -40.0% | +31.5% |
| 3Y | +63.9% | +530.9% | -467.0% | +52.3% |
| 5Y | +81.7% | +2,125.4% | -2,043.7% | +43.6% |
| All | +81.7% | +2,102.6% | -2,020.9% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling