+51.2%
MSFT vs KO
+65.5%
-14.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | -1.0% | +1.5% | -2.5% | -0.9% |
| 3M | +20.2% | +11.8% | +8.4% | +21.6% |
| 6M | +21.3% | +16.2% | +5.0% | +23.3% |
| YTD | +2.8% | +28.1% | -25.3% | +5.0% |
| 1Y | 0.0% | +34.8% | -34.8% | +2.3% |
| 3Y | +51.2% | +65.5% | -14.2% | +49.6% |
| All | +51.2% | +65.5% | -14.3% | +49.6% |
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