+185.5%
KO vs VST
+1,175.7%
-990.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.0% |
| 7D | -1.8% | +8.9% | -10.7% | -2.3% |
| 30D | +1.4% | +6.2% | -4.8% | +1.0% |
| 3M | +15.4% | -2.7% | +18.1% | +15.3% |
| 6M | +14.3% | -8.4% | +22.6% | +14.4% |
| YTD | +27.7% | -7.2% | +34.9% | +27.3% |
| 1Y | +32.7% | -20.9% | +53.6% | +33.4% |
| 3Y | +62.2% | +384.0% | -321.8% | +13.9% |
| 5Y | +80.0% | +757.1% | -677.1% | +10.1% |
| All | +185.5% | +1,175.7% | -990.2% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling