+34.8%
KO vs AS
-22.5%
+57.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.4% |
| 7D | +0.4% | -2.6% | +3.0% | +0.5% |
| 30D | +1.5% | -22.1% | +23.6% | +1.8% |
| 3M | +11.8% | -15.3% | +27.1% | +12.1% |
| 6M | +16.2% | -15.6% | +31.8% | +16.4% |
| YTD | +28.1% | -23.2% | +51.3% | +27.7% |
| 1Y | +34.8% | -21.7% | +56.4% | +33.9% |
| All | +34.8% | -22.5% | +57.3% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling