+4,250.2%
KO vs AA
+309.2%
+3,941.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | +0.4% | +1.7% | -1.2% | +0.2% |
| 30D | +1.5% | +3.3% | -1.8% | +1.0% |
| 3M | +11.8% | -29.4% | +41.2% | +15.8% |
| 6M | +16.2% | -12.8% | +29.0% | +16.7% |
| YTD | +28.1% | -2.1% | +30.2% | +26.3% |
| 1Y | +34.8% | +62.8% | -28.0% | +24.0% |
| 3Y | +65.5% | +90.5% | -25.0% | +43.7% |
| 5Y | +81.6% | +19.1% | +62.5% | +59.6% |
| 10Y | +176.7% | +124.8% | +51.9% | +96.9% |
| All | +4,250.2% | +309.2% | +3,941.0% | +1,896.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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