+177.9%
KO vs ARWR
+1,080.6%
-902.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.1% | -4.3% | +3.2% | -1.0% |
| 30D | +1.6% | -7.3% | +8.8% | +1.8% |
| 3M | +5.8% | +17.0% | -11.3% | +5.2% |
| 6M | +14.3% | +39.8% | -25.5% | +13.0% |
| YTD | +27.3% | +24.7% | +2.7% | +26.2% |
| 1Y | +33.2% | +186.5% | -153.3% | +28.5% |
| 3Y | +64.5% | +176.8% | -112.3% | +56.7% |
| 5Y | +83.1% | +29.3% | +53.8% | +76.3% |
| All | +177.9% | +1,080.6% | -902.7% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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