+82.0%
SPY vs KO
+81.8%
+0.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | -1.1% | -0.9% | -1.7% |
| 30D | -1.7% | +1.6% | -3.2% | -2.1% |
| 3M | +4.7% | +5.8% | -1.0% | +2.9% |
| 6M | +12.5% | +14.3% | -1.8% | +7.6% |
| YTD | +11.7% | +27.3% | -15.6% | +2.6% |
| 1Y | +17.5% | +33.2% | -15.7% | +5.8% |
| 3Y | +76.6% | +64.5% | +12.1% | +39.9% |
| 5Y | +82.0% | +83.1% | -1.1% | +37.8% |
| All | +82.0% | +81.8% | +0.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling