+71.9%
KO vs AS
+137.8%
-65.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +0.9% |
| 7D | +2.2% | +4.5% | -2.3% | +2.2% |
| 30D | +10.1% | +13.2% | -3.2% | +10.0% |
| 3M | +12.2% | -11.9% | +24.1% | +12.2% |
| 6M | +25.1% | -11.6% | +36.7% | +25.1% |
| YTD | +41.3% | -14.7% | +56.0% | +41.2% |
| 1Y | +41.1% | +5.7% | +35.4% | +41.0% |
| All | +71.9% | +137.8% | -65.9% | +70.9% |
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