+177.9%
KO vs ACWI
+230.9%
-53.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.8% |
| 7D | -1.1% | -1.9% | +0.8% | -0.1% |
| 30D | +1.6% | -1.3% | +2.9% | +2.2% |
| 3M | +5.8% | +5.0% | +0.8% | +2.8% |
| 6M | +14.3% | +11.7% | +2.6% | +7.1% |
| YTD | +27.3% | +13.0% | +14.4% | +18.3% |
| 1Y | +33.2% | +19.2% | +13.9% | +19.8% |
| 3Y | +64.5% | +75.0% | -10.5% | +15.4% |
| 5Y | +83.1% | +67.1% | +16.0% | +31.0% |
| All | +177.9% | +230.9% | -53.0% | +25.2% |
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