+166.5%
KO vs ALC
+30.4%
+136.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.1% |
| 7D | +3.7% | -1.1% | +4.8% | +4.0% |
| 30D | +8.1% | +16.0% | -7.9% | +4.1% |
| 3M | +14.2% | +0.8% | +13.4% | +13.8% |
| 6M | +25.2% | +16.8% | +8.4% | +20.0% |
| YTD | +44.7% | -5.5% | +50.2% | +45.4% |
| 1Y | +43.4% | -5.3% | +48.6% | +43.8% |
| 3Y | +90.1% | +4.1% | +86.0% | +80.4% |
| 5Y | +103.0% | -7.1% | +110.0% | +96.1% |
| All | +166.5% | +30.4% | +136.2% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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