+209.7%
KO vs SW
+183.3%
+26.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | +0.2% | +1.8% | -1.6% | +0.1% |
| 30D | +9.1% | +7.0% | +2.0% | +8.7% |
| 3M | +11.0% | -7.6% | +18.6% | +11.3% |
| 6M | +24.0% | +8.5% | +15.4% | +23.4% |
| YTD | +40.0% | +17.7% | +22.4% | +38.7% |
| 1Y | +39.7% | +27.1% | +12.7% | +38.0% |
| 3Y | +84.8% | +48.2% | +36.6% | +79.9% |
| 5Y | +96.8% | -2.3% | +99.1% | +92.9% |
| 10Y | +209.7% | +183.3% | +26.4% | +188.5% |
| All | +209.7% | +183.3% | +26.4% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling