+177.9%
KO vs ALM
+2,776.7%
-2,598.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.9% | +0.4% |
| 7D | -1.1% | -7.1% | +6.0% | -1.1% |
| 30D | +1.6% | +24.7% | -23.1% | +1.5% |
| 3M | +5.8% | +8.3% | -2.5% | +5.7% |
| 6M | +14.3% | -22.2% | +36.5% | +14.3% |
| YTD | +27.3% | +88.1% | -60.8% | +26.4% |
| 1Y | +33.2% | +272.4% | -239.2% | +31.3% |
| 3Y | +64.5% | +2,004.1% | -1,939.7% | +58.7% |
| 5Y | +83.1% | +915.8% | -832.7% | +77.4% |
| All | +177.9% | +2,776.7% | -2,598.9% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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