+72.3%
MSFT vs KO
+80.7%
-8.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | -1.0% | -0.8% | -0.3% | -0.9% |
| 30D | -2.7% | +0.8% | -3.4% | -2.8% |
| 3M | +22.1% | +8.3% | +13.8% | +19.7% |
| 6M | +20.6% | +14.0% | +6.5% | +16.5% |
| YTD | +2.3% | +26.9% | -24.6% | -4.7% |
| 1Y | -0.5% | +32.7% | -33.2% | -9.0% |
| 3Y | +50.5% | +63.9% | -13.4% | +20.0% |
| 5Y | +72.3% | +81.7% | -9.4% | +29.2% |
| All | +72.3% | +80.7% | -8.3% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling