+1,844.5%
KO vs ALL
+3,667.9%
-1,823.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +1.4% | -1.5% | +2.9% | +1.7% |
| 3M | +15.4% | +23.6% | -8.2% | +9.2% |
| 6M | +14.3% | +22.3% | -8.1% | +8.3% |
| YTD | +27.7% | +26.5% | +1.1% | +19.7% |
| 1Y | +32.7% | +27.0% | +5.7% | +24.1% |
| 3Y | +62.2% | +149.6% | -87.4% | +26.3% |
| 5Y | +80.0% | +118.1% | -38.1% | +42.7% |
| 10Y | +175.6% | +369.0% | -193.3% | +79.3% |
| All | +1,844.5% | +3,667.9% | -1,823.4% | +711.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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