+365.4%
KO vs AU
+751.1%
-385.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.5% |
| 7D | -1.1% | -7.0% | +5.9% | -0.8% |
| 30D | +1.6% | +7.3% | -5.7% | +1.2% |
| 3M | +5.8% | +33.2% | -27.5% | +4.4% |
| 6M | +14.3% | -0.6% | +14.9% | +13.9% |
| YTD | +27.3% | +26.2% | +1.2% | +25.4% |
| 1Y | +33.2% | +68.3% | -35.1% | +29.4% |
| 3Y | +64.5% | +592.1% | -527.6% | +49.3% |
| 5Y | +83.1% | +685.3% | -602.1% | +64.0% |
| 10Y | +183.9% | +682.5% | -498.6% | +149.4% |
| All | +365.4% | +751.1% | -385.7% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling