+279.3%
KO vs ALLY
+98.8%
+180.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +3.7% | +0.4% | +3.4% | +3.7% |
| 30D | +8.1% | +5.2% | +2.9% | +7.3% |
| 3M | +14.2% | -13.3% | +27.5% | +16.5% |
| 6M | +25.2% | -6.7% | +31.9% | +26.1% |
| YTD | +44.7% | -12.8% | +57.6% | +46.8% |
| 1Y | +43.4% | +0.7% | +42.7% | +42.1% |
| 3Y | +90.1% | +65.2% | +24.8% | +68.7% |
| 5Y | +103.0% | -10.1% | +113.1% | +96.1% |
| 10Y | +229.8% | +177.0% | +52.8% | +143.2% |
| All | +279.3% | +98.8% | +180.5% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling