+82.6%
KO vs AZO
+85.8%
-3.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +0.2% | -3.6% | +3.8% | +1.0% |
| 30D | +1.8% | -5.6% | +7.4% | +3.0% |
| 3M | +7.7% | -6.6% | +14.3% | +9.0% |
| 6M | +15.3% | -22.5% | +37.8% | +20.9% |
| YTD | +28.0% | -15.2% | +43.2% | +31.3% |
| 1Y | +34.3% | -33.9% | +68.2% | +45.4% |
| 3Y | +63.8% | +11.8% | +52.0% | +56.4% |
| All | +82.6% | +85.8% | -3.2% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling