+416.9%
KO vs V
+2,724.6%
-2,307.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +1.5% | +1.9% | -0.4% | +1.0% |
| 3M | +11.8% | +15.5% | -3.7% | +7.7% |
| 6M | +16.2% | +16.6% | -0.4% | +11.5% |
| YTD | +28.1% | +5.7% | +22.3% | +25.7% |
| 1Y | +34.8% | +8.6% | +26.2% | +31.2% |
| 3Y | +65.5% | +52.5% | +13.0% | +46.2% |
| 5Y | +81.6% | +67.1% | +14.4% | +54.4% |
| 10Y | +176.7% | +376.8% | -200.1% | +85.3% |
| All | +416.9% | +2,724.6% | -2,307.7% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling