+34.8%
KO vs VST
-19.6%
+54.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.5% |
| 7D | +0.4% | +9.9% | -9.5% | +1.6% |
| 30D | +1.5% | +7.9% | -6.4% | +2.5% |
| 3M | +11.8% | +3.4% | +8.4% | +12.5% |
| 6M | +16.2% | -4.1% | +20.3% | +16.6% |
| YTD | +28.1% | -5.7% | +33.8% | +28.6% |
| 1Y | +34.8% | -18.9% | +53.6% | +32.3% |
| All | +34.8% | -19.6% | +54.3% | +32.3% |
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