+81.6%
KO vs VMC
+45.8%
+35.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.1% | -3.7% | +2.6% | -0.6% |
| 30D | +1.6% | -12.8% | +14.3% | +3.6% |
| 3M | +5.8% | -7.9% | +13.7% | +6.9% |
| 6M | +14.3% | -7.5% | +21.8% | +15.3% |
| YTD | +27.3% | -11.6% | +38.9% | +28.8% |
| 1Y | +33.2% | -14.3% | +47.4% | +35.3% |
| 3Y | +64.5% | +18.5% | +46.0% | +54.1% |
| All | +81.6% | +45.8% | +35.9% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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