+139,199.1%
MSFT vs KO
+4,779.2%
+134,419.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.5% |
| 7D | -6.2% | +1.8% | -8.1% | -7.0% |
| 30D | -3.7% | +8.7% | -12.4% | -7.2% |
| 3M | +3.6% | +13.5% | -9.9% | -2.1% |
| 6M | +26.8% | +25.6% | +1.2% | +14.2% |
| YTD | +8.4% | +42.3% | -33.8% | -8.0% |
| 1Y | +3.3% | +39.9% | -36.6% | -11.9% |
| 3Y | +44.3% | +87.5% | -43.3% | +6.2% |
| 5Y | +63.3% | +99.1% | -35.7% | +16.8% |
| 10Y | +894.4% | +224.2% | +670.2% | +472.0% |
| All | +139,199.1% | +4,779.2% | +134,419.9% | +18,389.7% |
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