+207.2%
KO vs SW
+182.7%
+24.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | 0.0% |
| 7D | +1.7% | +2.3% | -0.6% | +1.6% |
| 30D | +11.5% | +6.8% | +4.7% | +11.2% |
| 3M | +10.8% | -5.2% | +16.0% | +11.0% |
| 6M | +22.3% | +7.4% | +14.8% | +21.7% |
| YTD | +39.5% | +17.4% | +22.1% | +38.2% |
| 1Y | +42.2% | +27.1% | +15.1% | +40.4% |
| 3Y | +83.1% | +47.9% | +35.2% | +78.2% |
| 5Y | +94.8% | -2.6% | +97.4% | +91.0% |
| All | +207.2% | +182.7% | +24.5% | +185.9% |
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