+43.2%
KO vs ARM
+18.4%
+24.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.3% | +6.3% | +0.7% |
| 7D | +4.4% | -18.7% | +23.1% | +2.9% |
| 30D | +10.7% | -36.7% | +47.4% | +7.5% |
| 3M | +11.3% | -31.6% | +43.0% | +9.1% |
| 6M | +24.0% | -5.6% | +29.7% | +21.9% |
| YTD | +39.7% | +75.5% | -35.8% | +39.7% |
| 1Y | +43.2% | +19.3% | +23.9% | +36.4% |
| All | +43.2% | +18.4% | +24.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling