+1,971.0%
KO vs ARWR
-98.4%
+2,069.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.9% |
| 7D | +3.7% | -17.8% | +21.6% | +3.8% |
| 30D | +8.1% | -18.1% | +26.3% | +8.2% |
| 3M | +14.2% | -44.2% | +58.4% | +14.4% |
| 6M | +25.2% | -38.6% | +63.9% | +25.4% |
| YTD | +44.7% | -28.0% | +72.8% | +44.8% |
| 1Y | +43.4% | +16.1% | +27.2% | +43.2% |
| 3Y | +90.1% | +84.0% | +6.1% | +89.3% |
| 5Y | +103.0% | -35.4% | +138.3% | +102.5% |
| 10Y | +229.8% | +1,043.1% | -813.3% | +225.0% |
| All | +1,971.0% | -98.4% | +2,069.4% | +1,932.5% |
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 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