+3,476.8%
STX vs KO
+183.3%
+3,293.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +8.0% | -1.1% | +9.1% | +8.3% |
| 30D | +5.1% | +1.6% | +3.5% | +4.4% |
| 3M | +5.8% | +5.8% | 0.0% | +2.5% |
| 6M | +124.9% | +14.3% | +110.7% | +110.0% |
| YTD | +213.9% | +27.3% | +186.6% | +179.1% |
| 1Y | +350.4% | +33.2% | +317.2% | +289.1% |
| 3Y | +1,314.2% | +64.5% | +1,249.7% | +965.3% |
| 5Y | +1,092.8% | +83.1% | +1,009.7% | +741.6% |
| All | +3,476.8% | +183.3% | +3,293.5% | +1,957.9% |
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