+110.1%
KO vs JAAA
+29.3%
+80.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.6% | +0.4% | +1.1% | +1.4% |
| 3M | +5.8% | +1.2% | +4.5% | +5.3% |
| 6M | +14.3% | +2.7% | +11.6% | +13.2% |
| YTD | +27.3% | +3.2% | +24.1% | +25.8% |
| 1Y | +33.2% | +4.8% | +28.3% | +30.7% |
| 3Y | +64.5% | +19.0% | +45.5% | +53.8% |
| 5Y | +83.1% | +26.8% | +56.3% | +67.8% |
| All | +110.1% | +29.3% | +80.9% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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