+84.7%
META vs KO
+98.8%
-14.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.1% | +1.8% | +1.3% | +2.9% |
| 30D | -18.2% | +8.1% | -26.3% | -18.7% |
| 3M | +7.8% | +13.0% | -5.2% | +6.6% |
| 6M | +3.6% | +23.3% | -19.7% | +1.3% |
| YTD | -5.3% | +42.1% | -47.4% | -9.6% |
| 1Y | +2.7% | +39.9% | -37.1% | -1.7% |
| 3Y | +91.5% | +87.3% | +4.2% | +61.7% |
| 5Y | +84.7% | +99.3% | -14.6% | +49.4% |
| All | +84.7% | +98.8% | -14.1% | +49.4% |
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 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