+102.9%
KO vs ALM
+410.2%
-307.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.9% | +1.9% |
| 7D | +3.7% | +1.2% | +2.5% | +3.8% |
| 30D | +8.1% | -19.3% | +27.5% | +8.0% |
| 3M | +14.2% | -40.6% | +54.9% | +14.0% |
| 6M | +25.2% | -57.9% | +83.1% | +25.0% |
| YTD | +44.7% | -6.7% | +51.4% | +43.8% |
| 1Y | +43.4% | +20.2% | +23.2% | +42.2% |
| 3Y | +90.1% | +879.4% | -789.4% | +85.9% |
| All | +102.9% | +410.2% | -307.3% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling