+177.9%
KO vs VRSK
+125.6%
+52.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.1% | -7.7% | +6.6% | +1.5% |
| 30D | +1.6% | -2.8% | +4.4% | +2.3% |
| 3M | +5.8% | -3.7% | +9.5% | +6.6% |
| 6M | +14.3% | -12.8% | +27.1% | +18.5% |
| YTD | +27.3% | -21.0% | +48.3% | +36.0% |
| 1Y | +33.2% | -32.5% | +65.6% | +50.7% |
| 3Y | +64.5% | -26.5% | +91.0% | +77.5% |
| 5Y | +83.1% | -11.5% | +94.6% | +79.1% |
| All | +177.9% | +125.6% | +52.2% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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