+425.7%
META vs KO
+213.5%
+212.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | -10.8% | +9.1% | -19.8% | -13.2% |
| 3M | +8.4% | +11.0% | -2.6% | +4.7% |
| 6M | +5.4% | +24.0% | -18.6% | -2.3% |
| YTD | -2.6% | +40.0% | -42.6% | -13.8% |
| 1Y | +3.5% | +39.7% | -36.2% | -8.4% |
| 3Y | +102.0% | +84.8% | +17.2% | +55.2% |
| 5Y | +93.1% | +96.8% | -3.7% | +43.1% |
| 10Y | +425.7% | +209.7% | +215.9% | +225.7% |
| All | +425.7% | +213.5% | +212.1% | +225.7% |
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