+177.9%
KO vs ACGL
+277.0%
-99.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | -3.6% | +2.5% | +0.1% |
| 30D | +1.6% | -2.1% | +3.7% | +2.2% |
| 3M | +5.8% | +5.4% | +0.4% | +3.9% |
| 6M | +14.3% | 0.0% | +14.3% | +14.0% |
| YTD | +27.3% | +0.3% | +27.0% | +26.7% |
| 1Y | +33.2% | +6.2% | +27.0% | +29.8% |
| 3Y | +64.5% | +30.9% | +33.5% | +45.9% |
| 5Y | +83.1% | +159.8% | -76.7% | +22.0% |
| All | +177.9% | +277.0% | -99.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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