+133,470.8%
MSFT vs KO
+4,278.0%
+129,192.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -2.7% | -1.8% | -0.9% | -1.9% |
| 30D | +2.7% | +1.4% | +1.3% | +2.1% |
| 3M | +17.0% | +15.4% | +1.6% | +9.6% |
| 6M | +23.8% | +14.3% | +9.5% | +16.1% |
| YTD | +4.0% | +27.7% | -23.7% | -7.4% |
| 1Y | -0.8% | +32.7% | -33.5% | -13.4% |
| 3Y | +55.6% | +62.2% | -6.6% | +22.2% |
| 5Y | +72.9% | +80.0% | -7.1% | +29.5% |
| 10Y | +875.8% | +175.6% | +700.2% | +503.1% |
| All | +133,470.8% | +4,278.0% | +129,192.8% | +18,517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling