+81.7%
KO vs ARM
+256.1%
-174.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | -0.2% |
| 7D | +1.8% | +19.8% | -18.0% | +2.4% |
| 30D | +8.1% | -21.8% | +29.9% | +7.5% |
| 3M | +13.0% | -26.5% | +39.6% | +12.3% |
| 6M | +23.3% | -3.9% | +27.2% | +22.9% |
| YTD | +42.1% | +82.8% | -40.7% | +42.8% |
| 1Y | +39.9% | +34.3% | +5.6% | +40.1% |
| 3Y | +87.3% | +282.2% | -194.9% | +81.7% |
| All | +81.7% | +256.1% | -174.4% | +79.2% |
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