+62.9%
KO vs ACN
-42.6%
+105.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.1% | -7.9% | +6.8% | -0.6% |
| 30D | +1.6% | -1.1% | +2.6% | +1.6% |
| 3M | +5.8% | +5.6% | +0.2% | +4.7% |
| 6M | +14.3% | -9.9% | +24.2% | +13.7% |
| YTD | +27.3% | -32.3% | +59.6% | +28.7% |
| 1Y | +33.2% | -25.3% | +58.5% | +33.2% |
| All | +62.9% | -42.6% | +105.6% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling