+293.0%
KO vs AR
-28.5%
+321.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.7% | +7.4% | -3.6% | +3.5% |
| 30D | +8.1% | +5.8% | +2.4% | +7.9% |
| 3M | +14.2% | +5.2% | +9.0% | +13.9% |
| 6M | +25.2% | +5.4% | +19.8% | +24.8% |
| YTD | +44.7% | +12.4% | +32.3% | +43.7% |
| 1Y | +43.4% | +12.8% | +30.6% | +42.3% |
| 3Y | +90.1% | +47.2% | +42.9% | +85.0% |
| 5Y | +103.0% | +101.1% | +1.8% | +93.1% |
| 10Y | +229.8% | +57.6% | +172.2% | +190.2% |
| All | +293.0% | -28.5% | +321.5% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling