+4,732.3%
KO vs ALK
+817.3%
+3,915.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +1.8% | +2.6% | -0.7% | +1.5% |
| 30D | +8.7% | +7.8% | +0.9% | +7.5% |
| 3M | +13.5% | -15.2% | +28.7% | +15.4% |
| 6M | +25.6% | +5.0% | +20.5% | +23.7% |
| YTD | +42.3% | -18.4% | +60.7% | +43.4% |
| 1Y | +39.9% | -2.4% | +42.3% | +37.7% |
| 3Y | +87.5% | +19.8% | +67.8% | +74.7% |
| 5Y | +99.1% | -27.8% | +126.8% | +95.0% |
| 10Y | +224.2% | -42.0% | +266.2% | +209.0% |
| All | +4,732.3% | +817.3% | +3,915.0% | +2,447.6% |
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