+81.6%
KO vs VFC
-79.1%
+160.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -1.1% | -3.3% | +2.2% | -1.0% |
| 30D | +1.6% | -14.0% | +15.6% | +2.3% |
| 3M | +5.8% | -22.6% | +28.3% | +6.8% |
| 6M | +14.3% | -24.7% | +39.0% | +15.4% |
| YTD | +27.3% | -29.0% | +56.3% | +28.8% |
| 1Y | +33.2% | -13.8% | +47.0% | +33.1% |
| 3Y | +64.5% | -28.2% | +92.7% | +61.4% |
| All | +81.6% | -79.1% | +160.7% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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