+81.6%
KO vs ALLE
+17.0%
+64.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.4% | +2.8% | -2.4% | -0.1% |
| 30D | +1.5% | -7.6% | +9.1% | +2.9% |
| 3M | +11.8% | +22.8% | -11.0% | +7.6% |
| 6M | +16.2% | +4.6% | +11.6% | +15.0% |
| YTD | +28.1% | -1.2% | +29.3% | +27.7% |
| 1Y | +34.8% | -9.1% | +43.9% | +36.6% |
| 3Y | +65.5% | +50.0% | +15.5% | +48.7% |
| 5Y | +81.6% | +15.2% | +66.3% | +70.0% |
| All | +81.6% | +17.0% | +64.6% | +70.0% |
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 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