+1,527.5%
META vs KO
+262.9%
+1,264.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +6.7% | -1.8% | +8.5% | +7.3% |
| 30D | +4.8% | +1.4% | +3.3% | +4.2% |
| 3M | -1.6% | +15.4% | -17.0% | -6.7% |
| 6M | -7.5% | +14.3% | -21.7% | -12.0% |
| YTD | -6.4% | +27.7% | -34.1% | -14.7% |
| 1Y | -17.3% | +32.7% | -50.0% | -26.0% |
| 3Y | +109.9% | +62.2% | +47.7% | +69.9% |
| 5Y | +65.4% | +80.0% | -14.6% | +27.3% |
| 10Y | +391.8% | +175.6% | +216.2% | +215.9% |
| All | +1,527.5% | +262.9% | +1,264.5% | +787.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling