+504.0%
STX vs KO
+98.7%
+405.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.7% | +9.3% | +10.1% |
| 7D | -1.0% | +1.8% | -2.8% | -0.8% |
| 30D | -26.8% | +8.7% | -35.4% | -26.1% |
| 3M | -32.7% | +13.5% | -46.2% | -31.9% |
| 6M | -33.7% | +25.6% | -59.3% | -33.7% |
| YTD | +101.0% | +42.3% | +58.7% | +96.2% |
| 1Y | +92.7% | +39.9% | +52.8% | +88.8% |
| 3Y | +708.7% | +87.5% | +621.2% | +572.1% |
| 5Y | +504.0% | +99.1% | +404.9% | +380.3% |
| All | +504.0% | +98.7% | +405.3% | +380.3% |
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