+65.5%
KO vs ALLY
+69.8%
-4.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | +0.4% | +1.0% | -0.6% | +0.4% |
| 30D | +1.5% | -3.3% | +4.8% | +1.5% |
| 3M | +11.8% | +0.5% | +11.3% | +11.8% |
| 6M | +16.2% | +12.6% | +3.6% | +16.4% |
| YTD | +28.1% | -4.7% | +32.8% | +28.2% |
| 1Y | +34.8% | +5.2% | +29.5% | +34.7% |
| 3Y | +65.5% | +66.5% | -1.0% | +58.5% |
| All | +65.5% | +69.8% | -4.4% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling