+435.0%
KO vs VRSK
+585.1%
-150.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.1% | -7.7% | +6.6% | +1.2% |
| 30D | +1.6% | -2.8% | +4.4% | +2.2% |
| 3M | +5.8% | -3.7% | +9.5% | +6.5% |
| 6M | +14.3% | -12.8% | +27.1% | +17.9% |
| YTD | +27.3% | -21.0% | +48.3% | +34.7% |
| 1Y | +33.2% | -32.5% | +65.6% | +47.8% |
| 3Y | +64.5% | -26.5% | +91.0% | +75.9% |
| 5Y | +83.1% | -11.5% | +94.6% | +81.4% |
| 10Y | +183.9% | +125.7% | +58.2% | +117.2% |
| All | +435.0% | +585.1% | -150.1% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling