+26.8%
MSFT vs KO
+26.4%
+0.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.2% |
| 7D | -6.2% | +1.8% | -8.1% | -6.1% |
| 30D | -3.7% | +8.7% | -12.4% | -3.2% |
| 3M | +3.6% | +13.5% | -9.9% | +4.3% |
| 6M | +26.8% | +25.6% | +1.2% | +31.5% |
| All | +26.8% | +26.4% | +0.4% | +31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling