+224.2%
KO vs ALLE
+212.2%
+12.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +1.8% | -0.8% | +2.7% | +2.1% |
| 30D | +8.7% | +27.4% | -18.7% | +0.8% |
| 3M | +13.5% | +13.8% | -0.4% | +8.8% |
| 6M | +25.6% | +45.5% | -19.9% | +11.1% |
| YTD | +42.3% | +21.4% | +20.9% | +32.4% |
| 1Y | +39.9% | +15.4% | +24.5% | +32.2% |
| 3Y | +87.5% | +91.7% | -4.2% | +45.5% |
| 5Y | +99.1% | +54.5% | +44.5% | +63.6% |
| 10Y | +224.2% | +210.5% | +13.7% | +125.8% |
| All | +224.2% | +212.2% | +12.1% | +125.8% |
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