+177.9%
KO vs ALK
-37.3%
+215.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.7% |
| 30D | +1.6% | -17.1% | +18.7% | +4.0% |
| 3M | +5.8% | -3.8% | +9.5% | +5.7% |
| 6M | +14.3% | -5.3% | +19.6% | +13.7% |
| YTD | +27.3% | -20.3% | +47.6% | +29.2% |
| 1Y | +33.2% | -36.0% | +69.1% | +39.1% |
| 3Y | +64.5% | +0.8% | +63.7% | +53.7% |
| 5Y | +83.1% | -28.5% | +111.6% | +78.2% |
| All | +177.9% | -37.3% | +215.2% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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