+43.4%
KO vs SW
+22.9%
+20.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.0% |
| 7D | +3.7% | -3.9% | +7.7% | +4.0% |
| 30D | +8.1% | +3.9% | +4.2% | +7.9% |
| 3M | +14.2% | -14.6% | +28.8% | +15.0% |
| 6M | +25.2% | +6.9% | +18.3% | +25.0% |
| YTD | +44.7% | +12.8% | +32.0% | +43.2% |
| 1Y | +43.4% | +24.3% | +19.1% | +40.7% |
| All | +43.4% | +22.9% | +20.5% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling