+183.0%
KO vs ALLE
+146.0%
+37.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | +0.8% | -8.3% | +9.1% | +3.4% |
| 3M | +8.3% | +16.3% | -7.9% | +3.0% |
| 6M | +14.0% | +1.8% | +12.2% | +12.5% |
| YTD | +26.9% | -3.9% | +30.9% | +27.1% |
| 1Y | +32.7% | -10.0% | +42.7% | +35.5% |
| 3Y | +63.9% | +45.8% | +18.1% | +39.0% |
| 5Y | +81.7% | +13.3% | +68.4% | +65.8% |
| 10Y | +183.0% | +155.3% | +27.7% | +105.8% |
| All | +183.0% | +146.0% | +37.0% | +105.8% |
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