+47.5%
KO vs VG
-35.7%
+83.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -0.8% |
| 7D | -0.8% | +3.8% | -4.6% | -0.7% |
| 30D | +0.8% | +7.2% | -6.4% | +1.0% |
| 3M | +8.3% | +22.8% | -14.5% | +9.0% |
| 6M | +14.0% | +33.2% | -19.2% | +15.3% |
| YTD | +26.9% | +124.8% | -97.9% | +30.0% |
| 1Y | +32.7% | +15.8% | +16.8% | +33.7% |
| All | +47.5% | -35.7% | +83.2% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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