+97.8%
KO vs ALLE
+53.5%
+44.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 3M | +12.2% | +14.9% | -2.7% | +9.3% |
| 6M | +25.1% | +42.1% | -17.0% | +17.2% |
| YTD | +41.3% | +20.4% | +20.9% | +35.9% |
| 1Y | +41.1% | +14.9% | +26.2% | +36.9% |
| 3Y | +86.3% | +90.1% | -3.8% | +59.6% |
| 5Y | +97.8% | +53.0% | +44.8% | +77.6% |
| All | +97.8% | +53.5% | +44.3% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling