+43.2%
KO vs STZ
+14.7%
+28.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.3% | 0.0% |
| 7D | +4.4% | +13.0% | -8.5% | +1.8% |
| 30D | +10.7% | +29.4% | -18.7% | +5.4% |
| 3M | +11.3% | +11.6% | -0.3% | +8.7% |
| 6M | +24.0% | -0.2% | +24.3% | +22.8% |
| YTD | +39.7% | +8.6% | +31.1% | +37.1% |
| 1Y | +43.2% | +15.9% | +27.3% | +37.3% |
| All | +43.2% | +14.7% | +28.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling