+222.7%
KO vs ALLE
+208.6%
+14.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.8% | +1.6% | +0.2% | +1.3% |
| 30D | +8.1% | +24.1% | -16.0% | +1.1% |
| 3M | +13.0% | +14.8% | -1.8% | +8.1% |
| 6M | +23.3% | +45.9% | -22.6% | +9.0% |
| YTD | +42.1% | +20.7% | +21.3% | +32.4% |
| 1Y | +39.9% | +14.2% | +25.7% | +32.7% |
| 3Y | +87.3% | +90.7% | -3.4% | +45.5% |
| 5Y | +99.3% | +50.6% | +48.7% | +65.5% |
| All | +222.7% | +208.6% | +14.1% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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