+177.9%
KO vs V
+384.5%
-206.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.1% | -3.0% | +1.9% | 0.0% |
| 30D | +1.6% | +1.2% | +0.4% | +1.1% |
| 3M | +5.8% | +13.9% | -8.2% | +1.1% |
| 6M | +14.3% | +17.2% | -3.0% | +7.9% |
| YTD | +27.3% | +5.3% | +22.0% | +24.4% |
| 1Y | +33.2% | +9.5% | +23.7% | +28.1% |
| 3Y | +64.5% | +51.9% | +12.6% | +38.1% |
| 5Y | +83.1% | +69.6% | +13.5% | +44.1% |
| All | +177.9% | +384.5% | -206.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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