+43.2%
KO vs AZO
-7.5%
+50.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.9% | +0.3% |
| 7D | +4.4% | +5.3% | -0.9% | +3.4% |
| 30D | +10.7% | +18.4% | -7.7% | +7.5% |
| 3M | +11.3% | +9.8% | +1.5% | +9.3% |
| 6M | +24.0% | -4.5% | +28.5% | +23.2% |
| YTD | +39.7% | -1.9% | +41.6% | +37.1% |
| 1Y | +43.2% | -9.5% | +52.8% | +41.3% |
| All | +43.2% | -7.5% | +50.7% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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