+224.3%
KO vs ALM
+7,705.7%
-7,481.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -1.8% | -2.6% | +0.8% | -1.8% |
| 30D | +1.4% | +32.0% | -30.6% | +1.4% |
| 3M | +15.4% | -15.0% | +30.4% | +15.4% |
| 6M | +14.3% | -10.1% | +24.4% | +14.2% |
| YTD | +27.7% | +99.4% | -71.8% | +27.4% |
| 1Y | +32.7% | +316.4% | -283.7% | +32.2% |
| 3Y | +62.2% | +2,022.0% | -1,959.8% | +60.9% |
| 5Y | +80.0% | +941.2% | -861.2% | +78.7% |
| 10Y | +175.6% | +2,950.3% | -2,774.7% | +172.5% |
| All | +224.3% | +7,705.7% | -7,481.5% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling