+594.5%
KO vs VUG
+1,240.0%
-645.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.8% | -1.7% | +2.5% | +1.5% |
| 3M | +8.3% | +2.8% | +5.5% | +6.6% |
| 6M | +14.0% | +13.6% | +0.4% | +6.9% |
| YTD | +26.9% | +8.1% | +18.8% | +21.4% |
| 1Y | +32.7% | +13.1% | +19.6% | +23.8% |
| 3Y | +63.9% | +87.0% | -23.0% | +16.1% |
| 5Y | +81.7% | +76.0% | +5.7% | +29.0% |
| 10Y | +183.0% | +420.5% | -237.5% | +5.2% |
| All | +594.5% | +1,240.0% | -645.5% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling