+13.5%
SPY vs KO
+42.7%
-29.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.1% |
| 7D | +2.6% | +3.7% | -1.1% | +3.1% |
| 30D | -2.0% | +8.1% | -10.1% | -0.9% |
| 3M | -2.8% | +14.2% | -17.0% | -1.1% |
| 6M | +2.1% | +25.2% | -23.1% | +5.4% |
| YTD | +11.5% | +44.7% | -33.2% | +16.8% |
| 1Y | +13.5% | +43.4% | -29.9% | +18.8% |
| All | +13.5% | +42.7% | -29.2% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling