+1,880.9%
KO vs STZ
+9,075.1%
-7,194.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.3% |
| 7D | +0.4% | -7.4% | +7.8% | +1.7% |
| 30D | +1.5% | -10.9% | +12.4% | +3.4% |
| 3M | +11.8% | -13.4% | +25.2% | +14.4% |
| 6M | +16.2% | -16.2% | +32.4% | +19.3% |
| YTD | +28.1% | -10.4% | +38.5% | +29.8% |
| 1Y | +34.8% | -14.8% | +49.5% | +37.5% |
| 3Y | +65.5% | -50.1% | +115.6% | +82.9% |
| 5Y | +81.6% | -38.8% | +120.4% | +93.7% |
| 10Y | +176.7% | -14.1% | +190.8% | +176.5% |
| All | +1,880.9% | +9,075.1% | -7,194.2% | +1,191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling