+33.6%
KO vs ALC
-14.0%
+47.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +0.5% |
| 7D | -1.1% | -7.7% | +6.6% | -0.5% |
| 30D | +1.6% | -11.7% | +13.2% | +2.5% |
| 3M | +5.8% | +0.7% | +5.1% | +5.9% |
| 6M | +14.3% | -17.1% | +31.4% | +14.7% |
| YTD | +27.3% | -15.1% | +42.5% | +28.0% |
| All | +33.6% | -14.0% | +47.6% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling