+134.5%
KO vs ALC
+17.1%
+117.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +1.0% |
| 7D | -1.1% | -7.7% | +6.6% | +0.8% |
| 30D | +1.6% | -11.7% | +13.2% | +4.7% |
| 3M | +5.8% | +0.7% | +5.1% | +5.5% |
| 6M | +14.3% | -17.1% | +31.4% | +19.0% |
| YTD | +27.3% | -15.1% | +42.5% | +31.5% |
| 1Y | +33.2% | -14.1% | +47.3% | +36.8% |
| 3Y | +64.5% | -18.2% | +82.6% | +67.5% |
| 5Y | +83.1% | -19.2% | +102.3% | +83.8% |
| All | +134.5% | +17.1% | +117.4% | +91.7% |
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