+472.7%
KO vs VTR
+1,502.7%
-1,030.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | +1.6% | +4.0% | -2.4% | +1.0% |
| 3M | +5.8% | +7.8% | -2.1% | +4.5% |
| 6M | +14.3% | +6.4% | +7.9% | +13.1% |
| YTD | +27.3% | +18.3% | +9.0% | +24.1% |
| 1Y | +33.2% | +33.9% | -0.8% | +27.5% |
| 3Y | +64.5% | +134.3% | -69.8% | +45.0% |
| 5Y | +83.1% | +90.3% | -7.1% | +64.8% |
| 10Y | +183.9% | +100.1% | +83.8% | +143.1% |
| All | +472.7% | +1,502.7% | -1,030.0% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling