+226.0%
KO vs ALLE
+260.9%
-34.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -1.8% | -0.2% | -1.5% | -1.7% |
| 30D | +1.4% | -6.8% | +8.2% | +3.4% |
| 3M | +15.4% | +21.0% | -5.6% | +8.7% |
| 6M | +14.3% | +1.1% | +13.2% | +13.1% |
| YTD | +27.7% | -0.5% | +28.2% | +26.6% |
| 1Y | +32.7% | -7.3% | +39.9% | +34.1% |
| 3Y | +62.2% | +42.3% | +19.9% | +40.7% |
| 5Y | +80.0% | +13.5% | +66.5% | +65.2% |
| 10Y | +175.6% | +144.0% | +31.6% | +100.4% |
| All | +226.0% | +260.9% | -34.8% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling