+4,224.1%
KO vs SU
+61,690.9%
-57,466.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -1.1% | +1.7% | -2.8% | -1.1% |
| 30D | +1.6% | +9.6% | -8.1% | +1.6% |
| 3M | +5.8% | +11.7% | -6.0% | +5.7% |
| 6M | +14.3% | +21.9% | -7.6% | +14.3% |
| YTD | +27.3% | +58.6% | -31.3% | +27.3% |
| 1Y | +33.2% | +66.5% | -33.4% | +33.1% |
| 3Y | +64.5% | +121.4% | -57.0% | +64.4% |
| 5Y | +83.1% | +355.7% | -272.6% | +82.9% |
| 10Y | +183.9% | +264.2% | -80.3% | +183.6% |
| All | +4,224.1% | +61,690.9% | -57,466.8% | +4,162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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