+4,725.8%
KO vs ALK
+773.0%
+3,952.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.4% |
| 7D | +1.8% | +0.9% | +0.9% | +1.6% |
| 30D | +8.1% | +3.3% | +4.9% | +7.5% |
| 3M | +13.0% | -17.6% | +30.6% | +15.3% |
| 6M | +23.3% | +0.8% | +22.4% | +22.0% |
| YTD | +42.1% | -22.4% | +64.5% | +44.1% |
| 1Y | +39.9% | -10.1% | +49.9% | +39.0% |
| 3Y | +87.3% | +14.0% | +73.3% | +75.4% |
| 5Y | +99.3% | -29.8% | +129.1% | +95.8% |
| 10Y | +223.8% | -44.8% | +268.5% | +210.3% |
| All | +4,725.8% | +773.0% | +3,952.8% | +2,458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling