-0.8%
MSFT vs KO
+33.2%
-34.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -3.5% | -1.1% | -2.4% | -3.7% |
| 30D | -2.1% | +1.6% | -3.6% | -1.7% |
| 3M | +24.2% | +5.8% | +18.4% | +24.8% |
| 6M | +21.9% | +14.3% | +7.6% | +26.8% |
| YTD | +2.5% | +27.3% | -24.8% | +9.2% |
| 1Y | -0.8% | +33.2% | -33.9% | +7.7% |
| All | -0.8% | +33.2% | -34.0% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling