+90.1%
KO vs ABCL
+185.8%
-95.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.8% |
| 7D | +3.7% | -3.3% | +7.0% | +3.6% |
| 30D | +8.1% | -7.1% | +15.3% | +8.0% |
| 3M | +14.2% | +4.7% | +9.5% | +14.6% |
| 6M | +25.2% | +140.9% | -115.7% | +29.4% |
| YTD | +44.7% | +236.0% | -191.2% | +51.0% |
| 1Y | +43.4% | +217.4% | -174.0% | +49.4% |
| 3Y | +90.1% | +188.7% | -98.6% | +102.5% |
| All | +90.1% | +185.8% | -95.8% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling