+33.6%
KO vs ARWR
+188.4%
-154.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -1.1% | -4.3% | +3.2% | -1.2% |
| 30D | +1.6% | -7.3% | +8.8% | +1.4% |
| 3M | +5.8% | +17.0% | -11.3% | +6.2% |
| 6M | +14.3% | +39.8% | -25.5% | +14.8% |
| YTD | +27.3% | +24.7% | +2.7% | +27.7% |
| All | +33.6% | +188.4% | -154.8% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling