+4,210.3%
KO vs ABT
+6,545.4%
-2,335.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.8% | -4.7% | +4.0% | +0.8% |
| 30D | +0.8% | -3.1% | +3.9% | +1.8% |
| 3M | +8.3% | +16.1% | -7.8% | +2.9% |
| 6M | +14.0% | -5.3% | +19.4% | +15.4% |
| YTD | +26.9% | -14.4% | +41.4% | +32.3% |
| 1Y | +32.7% | -18.4% | +51.1% | +40.3% |
| 3Y | +63.9% | +11.2% | +52.7% | +54.8% |
| 5Y | +81.7% | -9.4% | +91.1% | +81.5% |
| 10Y | +183.0% | +209.7% | -26.7% | +83.5% |
| All | +4,210.3% | +6,545.4% | -2,335.1% | +562.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling