+872.1%
MSFT vs KO
+183.3%
+688.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -3.5% | -1.1% | -2.4% | -3.0% |
| 30D | -2.1% | +1.6% | -3.6% | -2.8% |
| 3M | +24.2% | +5.8% | +18.4% | +20.7% |
| 6M | +21.9% | +14.3% | +7.6% | +13.6% |
| YTD | +2.5% | +27.3% | -24.8% | -10.0% |
| 1Y | -0.8% | +33.2% | -33.9% | -15.3% |
| 3Y | +50.8% | +64.5% | -13.7% | +10.8% |
| 5Y | +73.5% | +83.1% | -9.6% | +18.7% |
| All | +872.1% | +183.3% | +688.8% | +425.0% |
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