+116.4%
KO vs ABCL
-81.0%
+197.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | -0.2% |
| 7D | +1.8% | +4.4% | -2.6% | +1.9% |
| 30D | +8.1% | -7.9% | +16.0% | +8.1% |
| 3M | +13.0% | +12.2% | +0.8% | +13.3% |
| 6M | +23.3% | +134.7% | -111.5% | +25.0% |
| YTD | +42.1% | +239.8% | -197.7% | +44.7% |
| 1Y | +39.9% | +192.7% | -152.8% | +42.3% |
| 3Y | +87.3% | +187.6% | -100.3% | +90.7% |
| 5Y | +99.3% | -22.6% | +121.9% | +100.7% |
| All | +116.4% | -81.0% | +197.4% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling