+99.2%
KO vs ARWR
-35.7%
+135.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | 0.0% |
| 7D | +1.8% | -17.9% | +19.7% | +2.2% |
| 30D | +8.1% | -18.9% | +27.0% | +8.5% |
| 3M | +13.0% | -46.0% | +59.0% | +14.4% |
| 6M | +23.3% | -40.3% | +63.6% | +24.4% |
| YTD | +42.1% | -29.0% | +71.1% | +42.5% |
| 1Y | +39.9% | +13.8% | +26.0% | +38.2% |
| 3Y | +87.3% | +74.9% | +12.4% | +79.6% |
| All | +99.2% | -35.7% | +135.0% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling