+177.9%
KO vs STT
+267.9%
-90.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +1.6% | +2.2% | -0.6% | +1.1% |
| 3M | +5.8% | +18.8% | -13.1% | +2.1% |
| 6M | +14.3% | +57.9% | -43.6% | +4.1% |
| YTD | +27.3% | +51.0% | -23.7% | +16.7% |
| 1Y | +33.2% | +77.1% | -44.0% | +17.9% |
| 3Y | +64.5% | +199.8% | -135.4% | +28.1% |
| 5Y | +83.1% | +156.0% | -72.8% | +43.5% |
| All | +177.9% | +267.9% | -90.0% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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