+62.9%
KO vs VSXY
+339.2%
-276.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.3% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +1.6% | -22.1% | +23.6% | +1.6% |
| 3M | +5.8% | -1.1% | +6.9% | +5.8% |
| 6M | +14.3% | +53.8% | -39.5% | +14.6% |
| YTD | +27.3% | +35.5% | -8.2% | +27.7% |
| 1Y | +33.2% | +186.0% | -152.8% | +34.4% |
| All | +62.9% | +339.2% | -276.3% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling