+677.8%
KO vs ACN
+1,631.2%
-953.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.2% |
| 7D | +0.4% | -4.8% | +5.2% | +1.4% |
| 30D | +1.5% | +1.9% | -0.4% | +1.0% |
| 3M | +11.8% | +3.9% | +7.9% | +10.1% |
| 6M | +16.2% | -15.0% | +31.2% | +18.5% |
| YTD | +28.1% | -31.9% | +60.0% | +36.1% |
| 1Y | +34.8% | -28.5% | +63.3% | +41.3% |
| 3Y | +65.5% | -41.9% | +107.4% | +78.8% |
| 5Y | +81.6% | -42.9% | +124.4% | +94.2% |
| 10Y | +176.7% | +88.7% | +88.0% | +130.0% |
| All | +677.8% | +1,631.2% | -953.4% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling