+44.3%
KO vs ADVB
-97.4%
+141.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.9% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | +10.1% | -60.3% | +70.3% | +9.9% |
| 3M | +12.2% | -73.3% | +85.5% | +12.0% |
| 6M | +25.1% | -65.9% | +91.0% | +24.1% |
| YTD | +41.3% | -63.9% | +105.2% | +39.8% |
| 1Y | +41.1% | -74.1% | +115.2% | +40.5% |
| All | +44.3% | -97.4% | +141.7% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling