+1,060.3%
KO vs ACGL
+4,429.2%
-3,368.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | -1.8% | -0.7% | -1.0% | -1.6% |
| 30D | +1.4% | -1.0% | +2.4% | +1.6% |
| 3M | +15.4% | +11.0% | +4.3% | +13.1% |
| 6M | +14.3% | -0.3% | +14.6% | +14.2% |
| YTD | +27.7% | +2.3% | +25.4% | +26.9% |
| 1Y | +32.7% | +6.4% | +26.3% | +30.8% |
| 3Y | +62.2% | +34.0% | +28.2% | +51.4% |
| 5Y | +80.0% | +161.6% | -81.7% | +46.2% |
| 10Y | +175.6% | +278.6% | -103.0% | +107.3% |
| All | +1,060.3% | +4,429.2% | -3,368.9% | +592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling