+45.4%
MSFT vs KO
+87.9%
-42.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.2% |
| 7D | -6.2% | +1.8% | -8.1% | -6.0% |
| 30D | -3.7% | +8.7% | -12.4% | -2.6% |
| 3M | +3.6% | +13.5% | -9.9% | +5.4% |
| 6M | +26.8% | +25.6% | +1.2% | +31.0% |
| YTD | +8.4% | +42.3% | -33.8% | +13.6% |
| 1Y | +3.3% | +39.9% | -36.6% | +8.1% |
| All | +45.4% | +87.9% | -42.4% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling