+81.6%
KO vs VTRS
+45.9%
+35.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | +1.6% | +1.4% | +0.2% | +1.4% |
| 3M | +5.8% | +4.6% | +1.1% | +5.1% |
| 6M | +14.3% | +18.1% | -3.8% | +11.8% |
| YTD | +27.3% | +34.7% | -7.4% | +22.3% |
| 1Y | +33.2% | +65.6% | -32.5% | +24.6% |
| 3Y | +64.5% | +83.8% | -19.3% | +49.4% |
| All | +81.6% | +45.9% | +35.7% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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