+15.1%
KO vs AG
-17.5%
+32.6%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.3% |
| 7D | +0.4% | +4.5% | -4.1% | +0.7% |
| 30D | +1.5% | +12.9% | -11.4% | +2.3% |
| 3M | +11.8% | +20.9% | -9.1% | +13.6% |
| All | +15.1% | -17.5% | +32.6% | +17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling