+43.2%
KO vs VSXY
+210.1%
-166.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | +0.9% |
| 7D | +4.4% | +14.2% | -9.8% | +4.2% |
| 30D | +10.7% | +21.9% | -11.1% | +10.3% |
| 3M | +11.3% | +22.1% | -10.8% | +10.9% |
| 6M | +24.0% | +116.7% | -92.6% | +22.6% |
| YTD | +39.7% | +101.1% | -61.4% | +38.5% |
| 1Y | +43.2% | +208.0% | -164.8% | +40.8% |
| All | +43.2% | +210.1% | -166.9% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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