+29.6%
KO vs ADVB
-89.4%
+119.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.9% |
| 7D | -0.8% | -13.0% | +12.2% | -0.8% |
| 30D | +0.8% | +7.5% | -6.7% | +0.8% |
| 3M | +8.3% | +129.1% | -120.8% | +7.2% |
| 6M | +14.0% | +71.7% | -57.7% | +12.9% |
| YTD | +26.9% | +45.5% | -18.6% | +25.9% |
| 1Y | +32.7% | -2.7% | +35.4% | +32.3% |
| All | +29.6% | -89.4% | +119.0% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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