+1,732.8%
KO vs ARWR
-97.1%
+1,829.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.3% |
| 7D | +0.4% | +2.9% | -2.5% | +0.4% |
| 30D | +1.5% | -2.9% | +4.4% | +1.5% |
| 3M | +11.8% | +15.2% | -3.4% | +11.7% |
| 6M | +16.2% | +42.3% | -26.0% | +16.1% |
| YTD | +28.1% | +28.2% | -0.1% | +27.9% |
| 1Y | +34.8% | +213.2% | -178.5% | +34.2% |
| 3Y | +65.5% | +184.6% | -119.2% | +64.6% |
| 5Y | +81.6% | +29.2% | +52.3% | +80.8% |
| 10Y | +176.7% | +1,012.5% | -835.8% | +172.6% |
| All | +1,732.8% | -97.1% | +1,829.9% | +1,695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling