+2,814.5%
KO vs AZO
+41,812.3%
-38,997.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.1% | -2.9% | +1.8% | -0.6% |
| 30D | +1.6% | -5.3% | +6.9% | +2.5% |
| 3M | +5.8% | -7.3% | +13.1% | +7.1% |
| 6M | +14.3% | -22.7% | +37.0% | +19.1% |
| YTD | +27.3% | -15.0% | +42.4% | +30.3% |
| 1Y | +33.2% | -32.2% | +65.4% | +41.7% |
| 3Y | +64.5% | +10.0% | +54.5% | +59.7% |
| 5Y | +83.1% | +85.8% | -2.7% | +61.1% |
| 10Y | +183.9% | +298.9% | -114.9% | +115.9% |
| All | +2,814.5% | +41,812.3% | -38,997.8% | +1,043.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling