+81.6%
KO vs SYK
+3.4%
+78.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.8% |
| 7D | -1.1% | -12.3% | +11.2% | +1.8% |
| 30D | +1.6% | -22.4% | +24.0% | +7.6% |
| 3M | +5.8% | -12.3% | +18.1% | +8.7% |
| 6M | +14.3% | -24.3% | +38.6% | +21.3% |
| YTD | +27.3% | -22.8% | +50.1% | +34.3% |
| 1Y | +33.2% | -28.8% | +62.0% | +43.1% |
| 3Y | +64.5% | -4.0% | +68.4% | +61.2% |
| All | +81.6% | +3.4% | +78.2% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling