+83.1%
KO vs ACM
-0.5%
+83.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -1.1% | -5.9% | +4.8% | -0.5% |
| 30D | +1.6% | -6.2% | +7.8% | +2.1% |
| 3M | +5.8% | -7.9% | +13.6% | +6.5% |
| 6M | +14.3% | -30.6% | +44.9% | +18.5% |
| YTD | +27.3% | -33.3% | +60.6% | +32.1% |
| 1Y | +33.2% | -49.2% | +82.4% | +43.4% |
| 3Y | +64.5% | -23.5% | +87.9% | +61.7% |
| 5Y | +83.1% | +0.9% | +82.2% | +69.0% |
| All | +83.1% | -0.5% | +83.6% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling