+30.8%
KO vs ADVB
-88.8%
+119.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.3% |
| 7D | +0.4% | -14.0% | +14.4% | +0.4% |
| 30D | +1.5% | +41.0% | -39.5% | +1.5% |
| 3M | +11.8% | +127.9% | -116.1% | +10.6% |
| 6M | +16.2% | +101.3% | -85.1% | +14.9% |
| YTD | +28.1% | +53.8% | -25.7% | +27.0% |
| 1Y | +34.8% | +4.4% | +30.3% | +34.3% |
| All | +30.8% | -88.8% | +119.6% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling