+142.7%
KO vs ACI
+21.8%
+120.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.6% |
| 7D | +0.4% | -2.6% | +3.0% | +0.7% |
| 30D | +1.5% | +1.1% | +0.4% | +1.4% |
| 3M | +11.8% | -23.6% | +35.5% | +14.3% |
| 6M | +16.2% | -29.9% | +46.2% | +19.7% |
| YTD | +28.1% | -26.9% | +54.9% | +31.2% |
| 1Y | +34.8% | -34.2% | +69.0% | +39.3% |
| 3Y | +65.5% | -43.6% | +109.1% | +72.9% |
| 5Y | +81.6% | -42.4% | +124.0% | +88.0% |
| All | +142.7% | +21.8% | +120.9% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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