+4,250.2%
KO vs ADI
+36,225.1%
-31,975.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | +1.5% | -6.6% | +8.1% | +2.1% |
| 3M | +11.8% | -9.8% | +21.6% | +12.5% |
| 6M | +16.2% | +15.7% | +0.6% | +14.1% |
| YTD | +28.1% | +35.1% | -7.0% | +23.9% |
| 1Y | +34.8% | +47.7% | -12.9% | +29.1% |
| 3Y | +65.5% | +114.5% | -49.0% | +51.3% |
| 5Y | +81.6% | +141.2% | -59.7% | +62.9% |
| 10Y | +176.7% | +611.3% | -434.6% | +123.3% |
| All | +4,250.2% | +36,225.1% | -31,975.0% | +1,632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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