+102.9%
KO vs V
+107.0%
-4.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.5% |
| 7D | +3.7% | +0.9% | +2.8% | +3.5% |
| 30D | +8.1% | +9.0% | -0.8% | +5.8% |
| 3M | +14.2% | +16.7% | -2.5% | +9.8% |
| 6M | +25.2% | +33.4% | -8.2% | +16.6% |
| YTD | +44.7% | +22.4% | +22.4% | +37.3% |
| 1Y | +43.4% | +27.7% | +15.7% | +34.4% |
| 3Y | +90.1% | +78.0% | +12.1% | +60.5% |
| All | +102.9% | +107.0% | -4.1% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling