+43.2%
KO vs VST
-35.7%
+78.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.8% | +14.9% | -0.6% |
| 7D | +4.4% | -15.7% | +20.2% | +2.5% |
| 30D | +10.7% | -17.0% | +27.7% | +8.6% |
| 3M | +11.3% | -15.9% | +27.2% | +9.4% |
| 6M | +24.0% | -25.0% | +49.0% | +21.1% |
| YTD | +39.7% | -25.1% | +64.8% | +36.6% |
| 1Y | +43.2% | -34.9% | +78.1% | +39.5% |
| All | +43.2% | -35.7% | +78.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling