+81.6%
KO vs AAL
-32.9%
+114.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | +1.6% | -16.0% | +17.5% | +2.2% |
| 3M | +5.8% | -4.2% | +10.0% | +5.8% |
| 6M | +14.3% | +15.7% | -1.4% | +13.4% |
| YTD | +27.3% | -16.2% | +43.5% | +27.7% |
| 1Y | +33.2% | +0.2% | +32.9% | +32.4% |
| 3Y | +64.5% | -8.1% | +72.6% | +62.1% |
| All | +81.6% | -32.9% | +114.5% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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