+700.3%
KO vs AGG
+96.1%
+604.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +1.6% | -1.0% | +2.5% | +1.7% |
| 3M | +5.8% | -1.3% | +7.0% | +6.0% |
| 6M | +14.3% | -2.1% | +16.4% | +14.6% |
| YTD | +27.3% | -1.2% | +28.5% | +27.6% |
| 1Y | +33.2% | -0.5% | +33.7% | +33.3% |
| 3Y | +64.5% | +12.4% | +52.0% | +62.2% |
| 5Y | +83.1% | -2.4% | +85.5% | +80.9% |
| 10Y | +183.9% | +14.3% | +169.6% | +182.7% |
| All | +700.3% | +96.1% | +604.2% | +693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling