+54.2%
KO vs ALAB
+441.3%
-387.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.0% |
| 30D | +1.6% | -8.8% | +10.4% | +1.3% |
| 3M | +5.8% | -14.0% | +19.8% | +5.7% |
| 6M | +14.3% | +144.3% | -130.0% | +18.9% |
| YTD | +27.3% | +71.0% | -43.7% | +31.2% |
| 1Y | +33.2% | +23.5% | +9.7% | +36.2% |
| All | +54.2% | +441.3% | -387.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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