+62.2%
KO vs VG
-51.4%
+113.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.7% | -22.0% | +23.7% | +1.0% |
| 30D | +11.5% | -11.6% | +23.1% | +11.1% |
| 3M | +10.8% | -14.9% | +25.7% | +10.4% |
| 6M | +22.3% | -3.5% | +25.8% | +22.4% |
| YTD | +39.5% | +70.0% | -30.5% | +41.8% |
| 1Y | +42.2% | +50.0% | -7.8% | +44.3% |
| All | +62.2% | -51.4% | +113.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling