+177.9%
KO vs ABT
+205.4%
-27.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -1.1% | -5.0% | +3.9% | +0.5% |
| 30D | +1.6% | -5.8% | +7.4% | +3.5% |
| 3M | +5.8% | +16.7% | -11.0% | +0.3% |
| 6M | +14.3% | -5.2% | +19.5% | +15.8% |
| YTD | +27.3% | -16.0% | +43.3% | +33.9% |
| 1Y | +33.2% | -18.3% | +51.4% | +41.2% |
| 3Y | +64.5% | +9.2% | +55.2% | +55.6% |
| 5Y | +83.1% | -11.6% | +94.7% | +84.3% |
| All | +177.9% | +205.4% | -27.6% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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