+81.7%
KO vs ALLY
-1.1%
+82.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.9% |
| 7D | -0.8% | -1.9% | +1.2% | -0.7% |
| 30D | +0.8% | -4.5% | +5.3% | +1.1% |
| 3M | +8.3% | -2.8% | +11.2% | +8.5% |
| 6M | +14.0% | +10.3% | +3.7% | +13.1% |
| YTD | +26.9% | -5.7% | +32.6% | +27.2% |
| 1Y | +32.7% | +3.9% | +28.7% | +31.8% |
| 3Y | +63.9% | +64.7% | -0.8% | +53.2% |
| 5Y | +81.7% | -2.6% | +84.3% | +77.2% |
| All | +81.7% | -1.1% | +82.8% | +77.2% |
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