+82.6%
KO vs ACN
-42.1%
+124.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | +0.1% |
| 7D | +0.2% | -1.5% | +1.8% | +0.4% |
| 30D | +1.8% | +2.1% | -0.3% | +1.5% |
| 3M | +7.7% | +11.1% | -3.4% | +5.6% |
| 6M | +15.3% | -6.8% | +22.1% | +15.2% |
| YTD | +28.0% | -30.0% | +58.0% | +33.1% |
| 1Y | +34.3% | -23.1% | +57.4% | +37.1% |
| 3Y | +63.8% | -40.4% | +104.2% | +72.0% |
| All | +82.6% | -42.1% | +124.7% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling