+177.9%
KO vs ALNY
+258.3%
-80.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.5% |
| 7D | -1.1% | -6.4% | +5.3% | -0.9% |
| 30D | +1.6% | +11.9% | -10.3% | +1.2% |
| 3M | +5.8% | -15.0% | +20.8% | +6.1% |
| 6M | +14.3% | -23.2% | +37.5% | +14.9% |
| YTD | +27.3% | -37.8% | +65.1% | +28.8% |
| 1Y | +33.2% | -47.3% | +80.4% | +35.4% |
| 3Y | +64.5% | +22.9% | +41.6% | +61.4% |
| 5Y | +83.1% | +30.6% | +52.5% | +78.1% |
| All | +177.9% | +258.3% | -80.4% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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