+81.6%
KO vs VUG
+75.5%
+6.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | +1.6% | -1.6% | +3.1% | +1.7% |
| 3M | +5.8% | +4.4% | +1.4% | +5.1% |
| 6M | +14.3% | +13.2% | +1.1% | +12.2% |
| YTD | +27.3% | +7.5% | +19.8% | +25.8% |
| 1Y | +33.2% | +12.5% | +20.7% | +30.5% |
| 3Y | +64.5% | +86.0% | -21.5% | +42.1% |
| All | +81.6% | +75.5% | +6.1% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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