+404.4%
SNXX vs KO
+22.9%
+381.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.3% | -6.9% |
| 7D | +16.8% | -1.1% | +17.9% | +13.4% |
| 30D | +65.3% | +1.6% | +63.7% | +77.3% |
| 3M | -34.8% | +5.8% | -40.5% | -4.6% |
| 6M | +255.1% | +14.3% | +240.9% | +433.1% |
| All | +404.4% | +22.9% | +381.5% | +512.6% |
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