+10,249.8%
STX vs KO
+741.1%
+9,508.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +16.8% | +1.8% | +15.1% | +15.9% |
| 30D | -27.0% | +8.1% | -35.2% | -30.1% |
| 3M | -37.9% | +13.0% | -50.9% | -42.0% |
| 6M | -32.5% | +23.3% | -55.8% | -40.9% |
| YTD | +98.6% | +42.1% | +56.5% | +60.3% |
| 1Y | +93.6% | +39.9% | +53.7% | +57.2% |
| 3Y | +699.1% | +87.3% | +611.8% | +433.1% |
| 5Y | +481.0% | +99.3% | +381.8% | +271.0% |
| 10Y | +2,082.0% | +223.8% | +1,858.2% | +911.5% |
| All | +10,249.8% | +741.1% | +9,508.6% | +2,474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling