+90.1%
KO vs ACM
-9.1%
+99.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +3.7% | +5.6% | -1.9% | +3.6% |
| 30D | +8.1% | +20.8% | -12.7% | +7.6% |
| 3M | +14.2% | +11.4% | +2.8% | +13.8% |
| 6M | +25.2% | +0.9% | +24.3% | +24.9% |
| YTD | +44.7% | -24.8% | +69.5% | +44.6% |
| 1Y | +43.4% | -46.4% | +89.8% | +45.4% |
| 3Y | +90.1% | -9.2% | +99.3% | +84.8% |
| All | +90.1% | -9.1% | +99.2% | +84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling