+8,900.5%
WMT vs KO
+4,252.2%
+4,648.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -0.2% | -0.8% | +0.5% | +0.1% |
| 30D | -5.8% | +0.8% | -6.6% | -6.2% |
| 3M | -10.8% | +8.3% | -19.1% | -13.8% |
| 6M | -14.3% | +14.0% | -28.4% | -19.0% |
| YTD | -4.4% | +26.9% | -31.3% | -13.5% |
| 1Y | +4.3% | +32.7% | -28.3% | -7.5% |
| 3Y | +100.1% | +63.9% | +36.1% | +61.6% |
| 5Y | +130.8% | +81.7% | +49.1% | +78.2% |
| 10Y | +433.7% | +183.0% | +250.7% | +235.0% |
| All | +8,900.5% | +4,252.2% | +4,648.4% | +953.0% |
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 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