+62.9%
KO vs AGG
+12.6%
+50.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -1.1% | -0.9% | -0.2% | -0.6% |
| 30D | +1.6% | -1.0% | +2.5% | +2.1% |
| 3M | +5.8% | -1.3% | +7.0% | +6.4% |
| 6M | +14.3% | -2.1% | +16.4% | +15.5% |
| YTD | +27.3% | -1.2% | +28.5% | +28.1% |
| 1Y | +33.2% | -0.5% | +33.7% | +33.5% |
| All | +62.9% | +12.6% | +50.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling