+94.4%
KO vs ABCL
-81.3%
+175.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | +1.4% | +93.1% | -91.6% | +2.4% |
| 3M | +15.4% | +79.4% | -64.1% | +16.6% |
| 6M | +14.3% | +214.9% | -200.6% | +16.1% |
| YTD | +27.7% | +234.2% | -206.5% | +29.9% |
| 1Y | +32.7% | +174.8% | -142.1% | +34.7% |
| 3Y | +62.2% | +104.5% | -42.3% | +64.9% |
| 5Y | +80.0% | -39.0% | +119.0% | +80.3% |
| All | +94.4% | -81.3% | +175.7% | +93.9% |
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