+84.8%
KO vs SW
+48.2%
+36.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.8% |
| 3M | +11.0% | -7.6% | +18.6% | +11.2% |
| 6M | +24.0% | +8.5% | +15.4% | +23.7% |
| YTD | +40.0% | +17.7% | +22.4% | +39.3% |
| 1Y | +39.7% | +27.1% | +12.7% | +38.7% |
| 3Y | +84.8% | +48.2% | +36.6% | +83.6% |
| All | +84.8% | +48.2% | +36.6% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling