+99.2%
KO vs AR
+99.2%
0.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +1.8% | +6.4% | -4.6% | +1.6% |
| 30D | +8.1% | +3.1% | +5.0% | +8.0% |
| 3M | +13.0% | +3.3% | +9.8% | +12.8% |
| 6M | +23.3% | +6.6% | +16.7% | +22.9% |
| YTD | +42.1% | +12.3% | +29.8% | +41.2% |
| 1Y | +39.9% | +12.3% | +27.5% | +39.0% |
| 3Y | +87.3% | +50.4% | +36.8% | +81.5% |
| All | +99.2% | +99.2% | 0.0% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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