+84.8%
KO vs ARM
+265.3%
-180.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.7% | -6.3% | +0.6% |
| 7D | +0.2% | -5.3% | +5.5% | +0.1% |
| 30D | +9.1% | -30.0% | +39.1% | +7.9% |
| 3M | +11.0% | -34.1% | +45.0% | +9.8% |
| 6M | +24.0% | -12.6% | +36.6% | +23.3% |
| YTD | +40.0% | +70.4% | -30.4% | +40.9% |
| 1Y | +39.7% | +22.3% | +17.5% | +39.9% |
| 3Y | +84.8% | +261.2% | -176.4% | +86.4% |
| All | +84.8% | +265.3% | -180.5% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling