+102.9%
KO vs VRT
+650.8%
-547.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +1.8% |
| 7D | +3.7% | +10.5% | -6.8% | +3.8% |
| 30D | +8.1% | -9.3% | +17.5% | +8.1% |
| 3M | +14.2% | -29.6% | +43.8% | +14.0% |
| 6M | +25.2% | -45.4% | +70.6% | +25.1% |
| YTD | +44.7% | +24.8% | +19.9% | +43.9% |
| 1Y | +43.4% | +23.6% | +19.7% | +42.6% |
| 3Y | +90.1% | +379.7% | -289.6% | +76.6% |
| All | +102.9% | +650.8% | -547.9% | +75.8% |
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