+228.7%
KO vs ALLE
+211.7%
+17.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +3.7% | +3.6% | +0.2% | +2.6% |
| 30D | +8.1% | +25.9% | -17.7% | +0.7% |
| 3M | +14.2% | +15.8% | -1.5% | +9.0% |
| 6M | +25.2% | +48.1% | -22.9% | +10.2% |
| YTD | +44.7% | +22.0% | +22.8% | +34.5% |
| 1Y | +43.4% | +18.0% | +25.3% | +34.5% |
| 3Y | +90.1% | +93.1% | -3.0% | +47.1% |
| 5Y | +103.0% | +52.1% | +50.9% | +68.1% |
| All | +228.7% | +211.7% | +17.0% | +126.4% |
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