+675.2%
KO vs AAL
-34.8%
+710.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | +0.8% | -13.7% | +14.5% | +1.9% |
| 3M | +8.3% | -8.2% | +16.5% | +8.8% |
| 6M | +14.0% | +13.1% | +0.9% | +12.4% |
| YTD | +26.9% | -15.6% | +42.5% | +27.7% |
| 1Y | +32.7% | +1.4% | +31.3% | +31.3% |
| 3Y | +63.9% | -7.4% | +71.4% | +60.1% |
| 5Y | +81.7% | -35.9% | +117.7% | +79.8% |
| 10Y | +183.0% | -65.1% | +248.1% | +176.7% |
| All | +675.2% | -34.8% | +710.0% | +480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling