+4,250.2%
KO vs VSH
+1,656.4%
+2,593.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.4% |
| 7D | +0.4% | +6.2% | -5.8% | -0.1% |
| 30D | +1.5% | -11.1% | +12.6% | +2.4% |
| 3M | +11.8% | -44.9% | +56.7% | +16.5% |
| 6M | +16.2% | +90.0% | -73.7% | +6.9% |
| YTD | +28.1% | +118.8% | -90.7% | +15.9% |
| 1Y | +34.8% | +109.0% | -74.2% | +22.1% |
| 3Y | +65.5% | +35.6% | +29.8% | +53.1% |
| 5Y | +81.6% | +66.7% | +14.9% | +63.0% |
| 10Y | +176.7% | +167.9% | +8.8% | +131.6% |
| All | +4,250.2% | +1,656.4% | +2,593.8% | +2,153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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