+81.7%
KO vs VRT
+928.6%
-846.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | -1.0% |
| 7D | -0.8% | +2.4% | -3.2% | -0.8% |
| 30D | +0.8% | -2.7% | +3.5% | +0.8% |
| 3M | +8.3% | -9.2% | +17.5% | +8.3% |
| 6M | +14.0% | -0.5% | +14.5% | +13.8% |
| YTD | +26.9% | +62.3% | -35.4% | +26.3% |
| 1Y | +32.7% | +109.6% | -76.9% | +31.6% |
| 3Y | +63.9% | +573.1% | -509.1% | +51.4% |
| 5Y | +81.7% | +953.6% | -871.9% | +55.9% |
| All | +81.7% | +928.6% | -846.9% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling