+62.4%
KO vs ACM
-22.3%
+84.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.8% |
| 7D | -0.8% | -3.7% | +2.9% | -0.7% |
| 30D | +0.8% | -12.7% | +13.4% | +1.1% |
| 3M | +8.3% | -9.8% | +18.1% | +8.5% |
| 6M | +14.0% | -31.4% | +45.4% | +14.9% |
| YTD | +26.9% | -32.1% | +59.0% | +27.6% |
| 1Y | +32.7% | -47.8% | +80.5% | +35.1% |
| All | +62.4% | -22.3% | +84.7% | +56.8% |
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