+99.1%
KO vs ALLY
-8.7%
+107.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +1.8% | -2.8% | +4.6% | +2.0% |
| 30D | +8.7% | +1.9% | +6.8% | +8.5% |
| 3M | +13.5% | -12.1% | +25.6% | +14.4% |
| 6M | +25.6% | -9.0% | +34.6% | +26.2% |
| YTD | +42.3% | -12.9% | +55.2% | +43.3% |
| 1Y | +39.9% | -0.1% | +40.0% | +39.3% |
| 3Y | +87.5% | +64.6% | +22.9% | +74.2% |
| 5Y | +99.1% | -10.1% | +109.1% | +101.4% |
| All | +99.1% | -8.7% | +107.7% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling