+186.4%
KO vs VST
+1,196.4%
-1,009.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +0.4% | +9.9% | -9.5% | -0.2% |
| 30D | +1.5% | +7.9% | -6.4% | +1.0% |
| 3M | +11.8% | +3.4% | +8.4% | +11.3% |
| 6M | +16.2% | -4.1% | +20.3% | +16.0% |
| YTD | +28.1% | -5.7% | +33.8% | +27.6% |
| 1Y | +34.8% | -18.9% | +53.6% | +35.2% |
| 3Y | +65.5% | +359.1% | -293.6% | +17.7% |
| 5Y | +81.6% | +766.9% | -685.3% | +11.1% |
| All | +186.4% | +1,196.4% | -1,009.9% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling