+748.9%
KO vs AGI
+5,269.5%
-4,520.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | -1.1% | -5.3% | +4.2% | -1.0% |
| 30D | +1.6% | +6.8% | -5.2% | +1.4% |
| 3M | +5.8% | +8.3% | -2.6% | +5.4% |
| 6M | +14.3% | -29.2% | +43.5% | +15.1% |
| YTD | +27.3% | -7.3% | +34.6% | +27.1% |
| 1Y | +33.2% | +8.0% | +25.1% | +32.2% |
| 3Y | +64.5% | +206.6% | -142.1% | +58.0% |
| 5Y | +83.1% | +398.1% | -315.0% | +72.9% |
| 10Y | +183.9% | +384.0% | -200.0% | +164.2% |
| All | +748.9% | +5,269.5% | -4,520.6% | +628.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling