+4,250.2%
KO vs VFC
+827.5%
+3,422.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +1.5% | -11.9% | +13.4% | +3.6% |
| 3M | +11.8% | -20.2% | +32.0% | +15.3% |
| 6M | +16.2% | -23.0% | +39.2% | +20.0% |
| YTD | +28.1% | -26.2% | +54.3% | +32.8% |
| 1Y | +34.8% | -13.3% | +48.1% | +34.7% |
| 3Y | +65.5% | -25.5% | +90.9% | +54.7% |
| 5Y | +81.6% | -78.1% | +159.7% | +115.7% |
| 10Y | +176.7% | -68.8% | +245.5% | +191.3% |
| All | +4,250.2% | +827.5% | +3,422.6% | +2,043.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling