+62.8%
META vs KO
+80.4%
-17.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +6.7% | -1.8% | +8.5% | +6.9% |
| 30D | +4.8% | +1.4% | +3.3% | +4.6% |
| 3M | -1.6% | +15.4% | -17.0% | -3.5% |
| 6M | -7.5% | +14.3% | -21.7% | -9.1% |
| YTD | -6.4% | +27.7% | -34.1% | -9.8% |
| 1Y | -17.3% | +32.7% | -50.0% | -21.1% |
| 3Y | +109.9% | +62.2% | +47.7% | +82.6% |
| All | +62.8% | +80.4% | -17.6% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling