+177.9%
KO vs ACN
+91.1%
+86.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -1.1% | -7.9% | +6.8% | +0.9% |
| 30D | +1.6% | -1.1% | +2.6% | +1.7% |
| 3M | +5.8% | +5.6% | +0.2% | +3.3% |
| 6M | +14.3% | -9.9% | +24.2% | +15.6% |
| YTD | +27.3% | -32.3% | +59.6% | +38.5% |
| 1Y | +33.2% | -25.3% | +58.5% | +40.1% |
| 3Y | +64.5% | -42.3% | +106.7% | +82.4% |
| 5Y | +83.1% | -43.5% | +126.6% | +99.4% |
| All | +177.9% | +91.1% | +86.8% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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