+176.2%
KO vs VRT
+1,936.0%
-1,759.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +1.9% |
| 7D | +3.7% | +10.5% | -6.8% | +3.5% |
| 30D | +8.1% | -9.3% | +17.5% | +8.2% |
| 3M | +14.2% | -29.6% | +43.8% | +15.0% |
| 6M | +25.2% | -45.4% | +70.6% | +26.9% |
| YTD | +44.7% | +24.8% | +19.9% | +41.5% |
| 1Y | +43.4% | +23.6% | +19.7% | +40.1% |
| 3Y | +90.1% | +379.7% | -289.6% | +62.0% |
| 5Y | +103.0% | +660.3% | -557.4% | +61.0% |
| All | +176.2% | +1,936.0% | -1,759.8% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling