+406.9%
KO vs ACWI
+356.8%
+50.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +1.4% | +0.9% | +0.6% | +1.0% |
| 3M | +15.4% | +2.4% | +13.0% | +13.6% |
| 6M | +14.3% | +12.4% | +1.9% | +6.9% |
| YTD | +27.7% | +15.2% | +12.5% | +17.8% |
| 1Y | +32.7% | +22.7% | +10.0% | +18.1% |
| 3Y | +62.2% | +75.8% | -13.6% | +17.1% |
| 5Y | +80.0% | +67.7% | +12.3% | +31.9% |
| 10Y | +175.6% | +229.0% | -53.4% | +39.0% |
| All | +406.9% | +356.8% | +50.1% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling