+43.2%
KO vs ABNB
+40.5%
+2.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.6% | +0.8% |
| 7D | +4.4% | +6.2% | -1.8% | +4.1% |
| 30D | +10.7% | +7.5% | +3.2% | +10.4% |
| 3M | +11.3% | +17.6% | -6.3% | +11.2% |
| 6M | +24.0% | +27.0% | -3.0% | +24.7% |
| YTD | +39.7% | +30.0% | +9.7% | +40.9% |
| 1Y | +43.2% | +44.2% | -0.9% | +43.5% |
| All | +43.2% | +40.5% | +2.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 1y: compounded portfolio wealth divided by compounded ABNB 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…
1y analysis · Full analysis span regression · 6 months rolling