+63.8%
KO vs ARM
+366.2%
-302.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.4% |
| 7D | +0.4% | +11.4% | -11.0% | +0.7% |
| 30D | +1.5% | -7.4% | +9.0% | +1.3% |
| 3M | +11.8% | -24.5% | +36.3% | +11.4% |
| 6M | +16.2% | +128.7% | -112.4% | +17.4% |
| YTD | +28.1% | +139.3% | -111.2% | +29.5% |
| 1Y | +34.8% | +88.0% | -53.2% | +35.8% |
| All | +63.8% | +366.2% | -302.4% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling