+4,250.2%
KO vs STT
+7,281.4%
-3,031.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | +1.5% | +3.9% | -2.4% | +0.8% |
| 3M | +11.8% | +19.2% | -7.4% | +8.3% |
| 6M | +16.2% | +60.4% | -44.2% | +6.7% |
| YTD | +28.1% | +51.5% | -23.4% | +18.5% |
| 1Y | +34.8% | +76.3% | -41.5% | +21.2% |
| 3Y | +65.5% | +200.7% | -135.3% | +34.0% |
| 5Y | +81.6% | +157.5% | -75.9% | +48.1% |
| 10Y | +176.7% | +262.0% | -85.3% | +104.7% |
| All | +4,250.2% | +7,281.4% | -3,031.2% | +1,144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling