+80.7%
KO vs ARM
+223.5%
-142.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +0.8% |
| 7D | +2.2% | -10.4% | +12.6% | +1.9% |
| 30D | +10.1% | -31.8% | +41.9% | +8.9% |
| 3M | +12.2% | -32.2% | +44.5% | +11.2% |
| 6M | +25.1% | -14.9% | +40.0% | +24.3% |
| YTD | +41.3% | +66.0% | -24.7% | +41.6% |
| 1Y | +41.1% | +17.2% | +23.9% | +40.8% |
| 3Y | +86.3% | +247.2% | -161.0% | +80.1% |
| All | +80.7% | +223.5% | -142.8% | +77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling