+177.9%
KO vs AG
+73.4%
+104.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.4% |
| 7D | -1.1% | -5.8% | +4.7% | -1.0% |
| 30D | +1.6% | +6.4% | -4.8% | +1.3% |
| 3M | +5.8% | +28.4% | -22.6% | +4.9% |
| 6M | +14.3% | -24.5% | +38.7% | +14.9% |
| YTD | +27.3% | +21.2% | +6.1% | +25.7% |
| 1Y | +33.2% | +114.1% | -80.9% | +28.2% |
| 3Y | +64.5% | +268.0% | -203.6% | +52.6% |
| 5Y | +83.1% | +67.3% | +15.8% | +73.6% |
| All | +177.9% | +73.4% | +104.4% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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