+2,104.4%
KO vs ALL
+3,785.0%
-1,680.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +3.7% | +5.0% | -1.3% | +2.4% |
| 30D | +8.1% | +13.3% | -5.2% | +4.7% |
| 3M | +14.2% | +3.2% | +11.0% | +13.1% |
| 6M | +25.2% | +25.3% | -0.1% | +17.8% |
| YTD | +44.7% | +30.5% | +14.3% | +34.5% |
| 1Y | +43.4% | +29.2% | +14.2% | +33.5% |
| 3Y | +90.1% | +119.1% | -29.1% | +53.0% |
| 5Y | +103.0% | +162.6% | -59.7% | +53.4% |
| 10Y | +229.8% | +378.8% | -149.0% | +113.1% |
| All | +2,104.4% | +3,785.0% | -1,680.6% | +811.8% |
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