+32.7%
KO vs ARM
+89.9%
-57.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.8% |
| 7D | -0.8% | +12.5% | -13.3% | 0.0% |
| 30D | +0.8% | -1.4% | +2.1% | +0.8% |
| 3M | +8.3% | -18.7% | +27.0% | +7.7% |
| 6M | +14.0% | +124.6% | -110.6% | +16.7% |
| YTD | +26.9% | +141.7% | -114.8% | +30.4% |
| 1Y | +32.7% | +87.7% | -55.0% | +32.2% |
| All | +32.7% | +89.9% | -57.2% | +32.2% |
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 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