+307.8%
SPY vs KO
+229.0%
+78.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -1.2% |
| 7D | +2.6% | +3.7% | -1.1% | +0.9% |
| 30D | -2.0% | +8.1% | -10.1% | -5.6% |
| 3M | -2.8% | +14.2% | -17.0% | -8.9% |
| 6M | +2.1% | +25.2% | -23.1% | -9.1% |
| YTD | +11.5% | +44.7% | -33.2% | -8.3% |
| 1Y | +13.5% | +43.4% | -29.9% | -6.3% |
| 3Y | +77.7% | +90.1% | -12.4% | +22.1% |
| 5Y | +72.6% | +103.0% | -30.3% | +13.2% |
| All | +307.8% | +229.0% | +78.8% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling