+38.9%
KO vs ADVB
-75.5%
+114.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +1.0% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | +10.1% | -60.3% | +70.3% | +9.0% |
| 3M | +12.2% | -73.3% | +85.5% | +10.8% |
| 6M | +25.1% | -65.9% | +91.0% | +23.9% |
| YTD | +41.3% | -63.9% | +105.2% | +40.9% |
| All | +38.9% | -75.5% | +114.4% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling