+81.7%
KO vs STT
+158.4%
-76.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | +0.8% | +2.8% | -2.0% | +0.4% |
| 3M | +8.3% | +18.1% | -9.8% | +6.2% |
| 6M | +14.0% | +59.2% | -45.2% | +7.5% |
| YTD | +26.9% | +51.5% | -24.6% | +20.2% |
| 1Y | +32.7% | +75.7% | -43.0% | +22.9% |
| 3Y | +63.9% | +200.8% | -136.8% | +37.8% |
| 5Y | +81.7% | +155.8% | -74.1% | +49.6% |
| All | +81.7% | +158.4% | -76.7% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling