+95.0%
KO vs ABNB
+14.8%
+80.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -1.1% | -9.5% | +8.4% | -0.9% |
| 30D | +1.6% | -9.4% | +10.9% | +1.8% |
| 3M | +5.8% | +29.9% | -24.1% | +5.2% |
| 6M | +14.3% | +26.6% | -12.3% | +13.7% |
| YTD | +27.3% | +23.5% | +3.8% | +26.7% |
| 1Y | +33.2% | +35.8% | -2.7% | +32.2% |
| 3Y | +64.5% | +15.0% | +49.5% | +63.1% |
| 5Y | +83.1% | +1.5% | +81.6% | +79.8% |
| All | +95.0% | +14.8% | +80.2% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling