+257.6%
KO vs AMCR
+93.5%
+164.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | +0.2% | -6.3% | +6.5% | +1.6% |
| 30D | +1.8% | -7.8% | +9.6% | +3.5% |
| 3M | +7.7% | +7.5% | +0.1% | +6.0% |
| 6M | +15.3% | +2.7% | +12.6% | +14.1% |
| YTD | +28.0% | +6.0% | +21.9% | +25.5% |
| 1Y | +34.3% | +7.8% | +26.5% | +31.1% |
| 3Y | +63.8% | +5.8% | +58.0% | +59.0% |
| 5Y | +84.1% | -11.6% | +95.7% | +84.6% |
| 10Y | +185.4% | +14.6% | +170.8% | +167.3% |
| All | +257.6% | +93.5% | +164.1% | +237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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