+99.3%
KO vs ACGL
+176.7%
-77.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.8% | -1.2% | +3.0% | +2.1% |
| 30D | +8.1% | +12.8% | -4.7% | +5.2% |
| 3M | +13.0% | +12.3% | +0.8% | +10.0% |
| 6M | +23.3% | +15.8% | +7.4% | +19.1% |
| YTD | +42.1% | +13.9% | +28.2% | +37.6% |
| 1Y | +39.9% | +19.0% | +20.9% | +34.1% |
| 3Y | +87.3% | +33.7% | +53.6% | +73.5% |
| 5Y | +99.3% | +173.4% | -74.1% | +43.3% |
| All | +99.3% | +176.7% | -77.4% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling