+86.3%
KO vs ALLE
+92.8%
-6.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +10.1% | +25.9% | -15.9% | +7.3% |
| 3M | +12.2% | +14.9% | -2.7% | +10.3% |
| 6M | +25.1% | +42.1% | -17.0% | +20.4% |
| YTD | +41.3% | +20.4% | +20.9% | +38.1% |
| 1Y | +41.1% | +14.9% | +26.2% | +38.7% |
| 3Y | +86.3% | +90.1% | -3.8% | +79.0% |
| All | +86.3% | +92.8% | -6.5% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling