+1,077.4%
STX vs KO
+80.7%
+996.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.1% |
| 7D | +9.6% | -0.8% | +10.4% | +9.5% |
| 30D | +10.6% | +0.8% | +9.8% | +10.6% |
| 3M | +4.8% | +8.3% | -3.5% | +4.4% |
| 6M | +137.3% | +14.0% | +123.2% | +133.7% |
| YTD | +222.5% | +26.9% | +195.6% | +210.8% |
| 1Y | +366.2% | +32.7% | +333.6% | +341.0% |
| 3Y | +1,352.9% | +63.9% | +1,289.0% | +1,109.0% |
| 5Y | +1,077.4% | +81.7% | +995.7% | +825.1% |
| All | +1,077.4% | +80.7% | +996.8% | +825.1% |
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