+4,224.1%
KO vs AFL
+18,431.1%
-14,207.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.1% | -3.3% | +2.2% | -0.4% |
| 30D | +1.6% | -5.0% | +6.5% | +2.6% |
| 3M | +5.8% | -1.8% | +7.5% | +6.1% |
| 6M | +14.3% | +4.8% | +9.4% | +13.1% |
| YTD | +27.3% | +5.4% | +21.9% | +25.7% |
| 1Y | +33.2% | +9.0% | +24.2% | +30.5% |
| 3Y | +64.5% | +63.0% | +1.4% | +46.8% |
| 5Y | +83.1% | +134.5% | -51.4% | +50.4% |
| 10Y | +183.9% | +298.6% | -114.7% | +105.2% |
| All | +4,224.1% | +18,431.1% | -14,207.0% | +899.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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