+64.9%
KO vs VST
+366.0%
-301.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -0.6% |
| 7D | -1.8% | +8.9% | -10.7% | -1.3% |
| 30D | +1.4% | +6.2% | -4.8% | +1.8% |
| 3M | +15.4% | -2.7% | +18.1% | +15.4% |
| 6M | +14.3% | -8.4% | +22.6% | +14.2% |
| YTD | +27.7% | -7.2% | +34.9% | +27.8% |
| 1Y | +32.7% | -20.9% | +53.6% | +32.1% |
| All | +64.9% | +366.0% | -301.0% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling