+69.7%
KO vs AS
+134.9%
-65.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | +1.7% | +6.9% | -5.2% | +1.6% |
| 30D | +11.5% | +16.0% | -4.5% | +11.4% |
| 3M | +10.8% | -12.8% | +23.7% | +10.8% |
| 6M | +22.3% | -15.4% | +37.6% | +22.3% |
| YTD | +39.5% | -15.7% | +55.2% | +39.4% |
| 1Y | +42.2% | +6.1% | +36.1% | +42.1% |
| All | +69.7% | +134.9% | -65.2% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling