+81.6%
KO vs VSXY
+19.0%
+62.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +1.6% | -22.1% | +23.6% | +2.1% |
| 3M | +5.8% | -1.1% | +6.9% | +5.7% |
| 6M | +14.3% | +53.8% | -39.5% | +12.9% |
| YTD | +27.3% | +35.5% | -8.2% | +26.1% |
| 1Y | +33.2% | +186.0% | -152.8% | +29.4% |
| 3Y | +64.5% | +343.2% | -278.7% | +52.0% |
| All | +81.6% | +19.0% | +62.6% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling