+321.0%
SMH vs KO
+82.7%
+238.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.3% |
| 30D | -2.2% | +1.6% | -3.8% | -2.2% |
| 3M | -1.9% | +5.8% | -7.6% | -1.7% |
| 6M | +41.0% | +14.3% | +26.7% | +40.5% |
| YTD | +55.6% | +27.3% | +28.3% | +53.2% |
| 1Y | +86.8% | +33.2% | +53.7% | +82.5% |
| 3Y | +277.7% | +64.5% | +213.2% | +231.2% |
| All | +321.0% | +82.7% | +238.3% | +259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling