+62.9%
KO vs VTR
+134.0%
-71.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | +1.6% | +4.0% | -2.4% | +0.6% |
| 3M | +5.8% | +7.8% | -2.1% | +3.4% |
| 6M | +14.3% | +6.4% | +7.9% | +11.9% |
| YTD | +27.3% | +18.3% | +9.0% | +21.6% |
| 1Y | +33.2% | +33.9% | -0.8% | +23.3% |
| All | +62.9% | +134.0% | -71.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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