+4,250.2%
KO vs VMC
+3,191.4%
+1,058.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +1.5% | -9.1% | +10.6% | +3.2% |
| 3M | +11.8% | -4.1% | +16.0% | +12.4% |
| 6M | +16.2% | -5.5% | +21.8% | +17.0% |
| YTD | +28.1% | -8.9% | +37.0% | +29.4% |
| 1Y | +34.8% | -12.9% | +47.7% | +37.1% |
| 3Y | +65.5% | +22.1% | +43.3% | +56.6% |
| 5Y | +81.6% | +52.7% | +28.9% | +63.4% |
| 10Y | +176.7% | +152.7% | +24.0% | +119.2% |
| All | +4,250.2% | +3,191.4% | +1,058.7% | +1,859.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling