+62.4%
KO vs VRT
+591.1%
-528.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | -1.4% |
| 7D | -0.8% | +2.4% | -3.2% | -0.6% |
| 30D | +0.8% | -2.7% | +3.5% | +0.7% |
| 3M | +8.3% | -9.2% | +17.5% | +8.2% |
| 6M | +14.0% | -0.5% | +14.5% | +14.5% |
| YTD | +26.9% | +62.3% | -35.4% | +30.3% |
| 1Y | +32.7% | +109.6% | -76.9% | +37.9% |
| All | +62.4% | +591.1% | -528.6% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 3y: compounded portfolio wealth divided by compounded VRT 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…
3y analysis · Full analysis span regression · 6 months rolling