+476.6%
KO vs VT
+374.2%
+102.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | +1.4% | +1.0% | +0.5% | +0.9% |
| 3M | +15.4% | +2.4% | +13.0% | +13.7% |
| 6M | +14.3% | +12.0% | +2.3% | +7.4% |
| YTD | +27.7% | +15.3% | +12.3% | +18.0% |
| 1Y | +32.7% | +22.6% | +10.1% | +18.7% |
| 3Y | +62.2% | +74.7% | -12.5% | +19.0% |
| 5Y | +80.0% | +66.1% | +13.8% | +34.2% |
| 10Y | +175.6% | +225.0% | -49.4% | +44.1% |
| All | +476.6% | +374.2% | +102.4% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling