+30.4%
KO vs ADVB
-88.3%
+118.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.8% | -3.8% | +2.0% | -1.8% |
| 30D | +1.4% | +17.6% | -16.1% | +1.4% |
| 3M | +15.4% | +119.1% | -103.7% | +14.3% |
| 6M | +14.3% | +103.4% | -89.1% | +13.0% |
| YTD | +27.7% | +59.8% | -32.2% | +26.6% |
| 1Y | +32.7% | +8.5% | +24.1% | +32.3% |
| All | +30.4% | -88.3% | +118.7% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling