+92.8%
META vs KO
+87.9%
+5.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -1.8% |
| 7D | -0.2% | +1.8% | -2.0% | +0.3% |
| 30D | -15.4% | +8.7% | -24.0% | -13.5% |
| 3M | +5.0% | +13.5% | -8.5% | +8.5% |
| 6M | +5.2% | +25.6% | -20.4% | +11.6% |
| YTD | -4.5% | +42.3% | -46.8% | +4.4% |
| 1Y | +0.6% | +39.9% | -39.3% | +9.6% |
| All | +92.8% | +87.9% | +5.0% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling