+282.9%
SMH vs KO
+65.1%
+217.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.7% |
| 7D | +0.3% | +0.2% | 0.0% | +0.4% |
| 30D | -2.8% | +1.8% | -4.6% | -1.8% |
| 3M | -6.7% | +7.7% | -14.4% | -2.6% |
| 6M | +41.8% | +15.3% | +26.5% | +52.3% |
| YTD | +57.9% | +28.0% | +29.9% | +77.1% |
| 1Y | +87.6% | +34.3% | +53.4% | +115.0% |
| 3Y | +282.9% | +63.8% | +219.1% | +365.4% |
| All | +282.9% | +65.1% | +217.8% | +365.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling