+224.2%
KO vs ACWI
+227.3%
-3.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | +8.7% | -2.0% | +10.7% | +9.6% |
| 3M | +13.5% | -2.2% | +15.6% | +14.5% |
| 6M | +25.6% | +1.9% | +23.7% | +23.5% |
| YTD | +42.3% | +12.0% | +30.3% | +32.6% |
| 1Y | +39.9% | +12.5% | +27.3% | +29.9% |
| 3Y | +87.5% | +75.4% | +12.1% | +31.1% |
| 5Y | +99.1% | +61.5% | +37.6% | +45.4% |
| 10Y | +224.2% | +227.1% | -2.9% | +46.2% |
| All | +224.2% | +227.3% | -3.1% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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