+2,502.1%
SOXX vs KO
+693.7%
+1,808.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.9% |
| 7D | +3.0% | -1.1% | +4.1% | +3.6% |
| 30D | -3.1% | +1.6% | -4.7% | -4.1% |
| 3M | -4.4% | +5.8% | -10.2% | -8.5% |
| 6M | +52.9% | +14.3% | +38.6% | +39.2% |
| YTD | +72.0% | +27.3% | +44.7% | +46.9% |
| 1Y | +105.1% | +33.2% | +71.9% | +69.6% |
| 3Y | +220.6% | +64.5% | +156.1% | +125.9% |
| 5Y | +244.8% | +83.1% | +161.7% | +125.8% |
| 10Y | +1,537.1% | +183.9% | +1,353.2% | +697.0% |
| All | +2,502.1% | +693.7% | +1,808.4% | +597.2% |
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