+4,224.1%
KO vs AIG
-22.8%
+4,246.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +1.6% | -2.9% | +4.5% | +1.9% |
| 3M | +5.8% | +0.8% | +5.0% | +5.6% |
| 6M | +14.3% | -2.7% | +16.9% | +14.6% |
| YTD | +27.3% | -11.2% | +38.5% | +29.0% |
| 1Y | +33.2% | -1.5% | +34.7% | +33.0% |
| 3Y | +64.5% | +34.4% | +30.1% | +57.3% |
| 5Y | +83.1% | +54.4% | +28.7% | +70.8% |
| 10Y | +183.9% | +64.4% | +119.5% | +154.5% |
| All | +4,224.1% | -22.8% | +4,246.8% | +1,711.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling