+86.8%
KO vs AUR
-36.7%
+123.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +1.6% | -8.9% | +10.5% | +1.6% |
| 3M | +5.8% | +4.6% | +1.1% | +5.7% |
| 6M | +14.3% | +44.9% | -30.6% | +14.1% |
| YTD | +27.3% | +64.8% | -37.5% | +27.0% |
| 1Y | +33.2% | +16.4% | +16.8% | +33.0% |
| 3Y | +64.5% | +85.1% | -20.6% | +61.6% |
| 5Y | +83.1% | -36.1% | +119.2% | +77.5% |
| All | +86.8% | -36.7% | +123.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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