+33.6%
KO vs STZ
-10.8%
+44.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | 0.0% |
| 7D | -1.1% | -4.1% | +3.0% | -0.4% |
| 30D | +1.6% | -7.6% | +9.2% | +2.9% |
| 3M | +5.8% | -12.3% | +18.0% | +7.8% |
| 6M | +14.3% | -16.3% | +30.6% | +17.1% |
| YTD | +27.3% | -8.4% | +35.7% | +28.9% |
| All | +33.6% | -10.8% | +44.4% | +34.7% |
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