+177.9%
KO vs ALLY
+190.4%
-12.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -1.1% | -3.3% | +2.2% | -0.6% |
| 30D | +1.6% | -4.1% | +5.6% | +2.2% |
| 3M | +5.8% | +1.4% | +4.4% | +5.4% |
| 6M | +14.3% | +14.4% | -0.1% | +11.5% |
| YTD | +27.3% | -4.9% | +32.2% | +27.6% |
| 1Y | +33.2% | +5.5% | +27.6% | +30.9% |
| 3Y | +64.5% | +66.0% | -1.6% | +45.1% |
| 5Y | +83.1% | -2.4% | +85.5% | +74.6% |
| All | +177.9% | +190.4% | -12.5% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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