+179.3%
KO vs AIG
+66.2%
+113.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | +1.8% | -1.1% | +2.9% | +2.1% |
| 3M | +7.7% | +0.7% | +7.0% | +7.4% |
| 6M | +15.3% | -2.2% | +17.4% | +15.6% |
| YTD | +28.0% | -10.8% | +38.8% | +31.1% |
| 1Y | +34.3% | -2.0% | +36.3% | +34.0% |
| 3Y | +63.8% | +34.8% | +29.0% | +48.9% |
| 5Y | +84.1% | +55.0% | +29.0% | +58.2% |
| All | +179.3% | +66.2% | +113.2% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling