+1,972.8%
STX vs KO
+229.0%
+1,743.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -4.9% | -3.6% |
| 7D | +14.6% | +3.7% | +10.9% | +13.4% |
| 30D | -26.0% | +8.1% | -34.1% | -27.8% |
| 3M | -42.6% | +14.2% | -56.8% | -45.2% |
| 6M | -35.3% | +25.2% | -60.5% | -41.0% |
| YTD | +92.5% | +44.7% | +47.7% | +64.1% |
| 1Y | +102.4% | +43.4% | +59.0% | +72.9% |
| 3Y | +673.8% | +90.1% | +583.8% | +454.1% |
| 5Y | +463.1% | +103.0% | +360.1% | +286.0% |
| All | +1,972.8% | +229.0% | +1,743.8% | +1,026.7% |
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