+93.3%
KO vs ABCL
-81.9%
+175.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -1.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.8% |
| 30D | +0.8% | +18.3% | -17.5% | +1.0% |
| 3M | +8.3% | +108.5% | -100.2% | +9.6% |
| 6M | +14.0% | +213.9% | -199.9% | +15.9% |
| YTD | +26.9% | +223.1% | -196.2% | +29.1% |
| 1Y | +32.7% | +160.6% | -127.9% | +34.7% |
| 3Y | +63.9% | +104.3% | -40.3% | +66.7% |
| 5Y | +81.7% | -40.0% | +121.8% | +82.0% |
| All | +93.3% | -81.9% | +175.2% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling