+421.1%
WMT vs KO
+183.3%
+237.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.5% | -1.1% | -1.4% | -2.0% |
| 30D | -6.4% | +1.6% | -8.0% | -7.1% |
| 3M | -12.1% | +5.8% | -17.9% | -14.3% |
| 6M | -15.0% | +14.3% | -29.2% | -19.8% |
| YTD | -4.5% | +27.3% | -31.8% | -13.9% |
| 1Y | +6.2% | +33.2% | -27.0% | -6.2% |
| 3Y | +99.9% | +64.5% | +35.4% | +60.6% |
| 5Y | +131.4% | +83.1% | +48.3% | +78.1% |
| All | +421.1% | +183.3% | +237.7% | +235.0% |
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