+96.6%
KO vs VT
+53.4%
+43.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.7% | -2.3% | +4.0% | +2.2% |
| 30D | +11.5% | -5.0% | +16.4% | +12.8% |
| 3M | +10.8% | -4.9% | +15.7% | +12.1% |
| 6M | +22.3% | -1.5% | +23.8% | +22.2% |
| YTD | +39.5% | +8.5% | +31.0% | +35.1% |
| 1Y | +42.2% | +11.4% | +30.8% | +36.5% |
| 3Y | +83.1% | +70.1% | +13.0% | +46.3% |
| All | +96.6% | +53.4% | +43.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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