+177.9%
KO vs ACM
+131.7%
+46.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -1.1% | -5.9% | +4.8% | 0.0% |
| 30D | +1.6% | -6.2% | +7.8% | +2.6% |
| 3M | +5.8% | -7.9% | +13.6% | +7.0% |
| 6M | +14.3% | -30.6% | +44.9% | +21.5% |
| YTD | +27.3% | -33.3% | +60.6% | +35.8% |
| 1Y | +33.2% | -49.2% | +82.4% | +49.7% |
| 3Y | +64.5% | -23.5% | +87.9% | +66.4% |
| 5Y | +83.1% | +0.9% | +82.2% | +71.4% |
| All | +177.9% | +131.7% | +46.2% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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