-14.8%
SKHY vs KO
+16.5%
-31.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.1% | -6.2% | -2.8% |
| 7D | -13.1% | +4.4% | -17.6% | -3.9% |
| 30D | -26.6% | +10.7% | -37.4% | -6.3% |
| 3M | -7.3% | +11.3% | -18.7% | +22.3% |
| All | -14.8% | +16.5% | -31.3% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling