+81.6%
KO vs AGI
+396.8%
-315.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | -1.1% | -5.3% | +4.2% | -0.9% |
| 30D | +1.6% | +6.8% | -5.2% | +1.3% |
| 3M | +5.8% | +8.3% | -2.6% | +5.3% |
| 6M | +14.3% | -29.2% | +43.5% | +15.9% |
| YTD | +27.3% | -7.3% | +34.6% | +27.0% |
| 1Y | +33.2% | +8.0% | +25.1% | +31.1% |
| 3Y | +64.5% | +206.6% | -142.1% | +48.4% |
| All | +81.6% | +396.8% | -315.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling