+404.3%
META vs KO
+210.3%
+194.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | -15.4% | +11.5% | -26.9% | -18.3% |
| 3M | +3.5% | +10.8% | -7.3% | 0.0% |
| 6M | -0.3% | +22.3% | -22.5% | -7.1% |
| YTD | -7.3% | +39.5% | -46.8% | -17.9% |
| 1Y | -1.1% | +42.2% | -43.3% | -13.1% |
| 3Y | +95.1% | +83.1% | +12.0% | +50.3% |
| 5Y | +80.6% | +94.8% | -14.3% | +34.3% |
| All | +404.3% | +210.3% | +194.0% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 10y: compounded portfolio wealth divided by compounded KO 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…
10y analysis · Full analysis span regression · 6 months rolling