+65.5%
KO vs BAM
+57.7%
+7.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.3% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | +1.5% | -6.0% | +7.5% | +1.5% |
| 3M | +11.8% | +7.3% | +4.5% | +11.9% |
| 6M | +16.2% | +8.2% | +8.0% | +16.3% |
| YTD | +28.1% | -3.8% | +31.9% | +28.2% |
| 1Y | +34.8% | -10.7% | +45.5% | +35.1% |
| 3Y | +65.5% | +55.3% | +10.1% | +59.1% |
| All | +65.5% | +57.7% | +7.8% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling