+76.0%
KO vs AS
+123.4%
-47.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +3.7% | -4.9% | +8.6% | +3.8% |
| 30D | +8.1% | +3.9% | +4.3% | +8.1% |
| 3M | +14.2% | -9.6% | +23.8% | +14.2% |
| 6M | +25.2% | -8.7% | +33.9% | +25.2% |
| YTD | +44.7% | -19.8% | +64.6% | +44.7% |
| 1Y | +43.4% | -1.5% | +44.9% | +43.3% |
| All | +76.0% | +123.4% | -47.4% | +75.1% |
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 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