+596.7%
KO vs VTV
+706.8%
-110.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | -1.1% | -2.1% | +0.9% | +0.1% |
| 30D | +1.6% | -1.3% | +2.9% | +2.4% |
| 3M | +5.8% | +5.6% | +0.1% | +2.4% |
| 6M | +14.3% | +12.4% | +1.9% | +6.6% |
| YTD | +27.3% | +17.6% | +9.7% | +15.5% |
| 1Y | +33.2% | +23.5% | +9.7% | +17.3% |
| 3Y | +64.5% | +67.0% | -2.6% | +20.2% |
| 5Y | +83.1% | +80.5% | +2.6% | +27.5% |
| 10Y | +183.9% | +230.6% | -46.7% | +39.7% |
| All | +596.7% | +706.8% | -110.0% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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