+62.9%
KO vs SYK
-4.6%
+67.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -1.1% | -12.3% | +11.2% | +1.3% |
| 30D | +1.6% | -22.4% | +24.0% | +6.5% |
| 3M | +5.8% | -12.3% | +18.1% | +8.3% |
| 6M | +14.3% | -24.3% | +38.6% | +19.8% |
| YTD | +27.3% | -22.8% | +50.1% | +32.9% |
| 1Y | +33.2% | -28.8% | +62.0% | +41.0% |
| All | +62.9% | -4.6% | +67.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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