+744.1%
KO vs VNQ
+382.8%
+361.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -1.1% | -2.6% | +1.5% | -0.3% |
| 30D | +1.6% | -2.3% | +3.9% | +2.3% |
| 3M | +5.8% | -2.8% | +8.5% | +6.7% |
| 6M | +14.3% | +2.5% | +11.8% | +13.4% |
| YTD | +27.3% | +8.4% | +18.9% | +24.1% |
| 1Y | +33.2% | +6.8% | +26.4% | +30.4% |
| 3Y | +64.5% | +29.9% | +34.5% | +50.6% |
| 5Y | +83.1% | +7.2% | +75.9% | +76.6% |
| 10Y | +183.9% | +62.5% | +121.4% | +141.6% |
| All | +744.1% | +382.8% | +361.3% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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