+55.8%
KO vs AS
+114.1%
-58.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.3% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | +1.5% | -22.1% | +23.6% | +1.6% |
| 3M | +11.8% | -15.3% | +27.1% | +11.9% |
| 6M | +16.2% | -15.6% | +31.8% | +16.3% |
| YTD | +28.1% | -23.2% | +51.3% | +28.1% |
| 1Y | +34.8% | -21.7% | +56.4% | +34.8% |
| All | +55.8% | +114.1% | -58.3% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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