+94.4%
KO vs ABNB
+16.2%
+78.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -0.8% | -7.4% | +6.7% | -0.6% |
| 30D | +0.8% | -8.2% | +8.9% | +1.0% |
| 3M | +8.3% | +29.1% | -20.8% | +7.7% |
| 6M | +14.0% | +26.6% | -12.5% | +13.4% |
| YTD | +26.9% | +25.0% | +1.9% | +26.2% |
| 1Y | +32.7% | +37.0% | -4.3% | +31.7% |
| 3Y | +63.9% | +16.3% | +47.6% | +62.6% |
| 5Y | +81.7% | +2.2% | +79.5% | +78.3% |
| All | +94.4% | +16.2% | +78.2% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling