+69.5%
KO vs BAM
+88.1%
-18.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +2.2% | +5.0% | -2.8% | +2.1% |
| 30D | +10.1% | +16.6% | -6.5% | +9.8% |
| 3M | +12.2% | +2.2% | +10.0% | +12.1% |
| 6M | +25.1% | +9.7% | +15.5% | +25.0% |
| YTD | +41.3% | +5.2% | +36.1% | +41.2% |
| 1Y | +41.1% | +3.9% | +37.2% | +41.0% |
| 3Y | +86.3% | +91.5% | -5.3% | +77.2% |
| All | +69.5% | +88.1% | -18.6% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling