+1,270.6%
SMH vs KO
+596.3%
+674.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +4.3% | -0.8% | +5.1% | +4.7% |
| 30D | +0.9% | +0.8% | +0.1% | +0.4% |
| 3M | -2.8% | +8.3% | -11.2% | -7.1% |
| 6M | +45.6% | +14.0% | +31.6% | +35.5% |
| YTD | +59.5% | +26.9% | +32.6% | +40.9% |
| 1Y | +93.4% | +32.7% | +60.8% | +66.6% |
| 3Y | +287.1% | +63.9% | +223.2% | +193.0% |
| 5Y | +338.0% | +81.7% | +256.3% | +213.8% |
| 10Y | +1,876.8% | +183.0% | +1,693.8% | +1,029.5% |
| All | +1,270.6% | +596.3% | +674.3% | +405.4% |
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 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