+53.7%
KO vs ALAB
+471.8%
-418.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -5.0% | -0.7% |
| 7D | -0.8% | +9.6% | -10.4% | -0.4% |
| 30D | +0.8% | -5.3% | +6.0% | +0.6% |
| 3M | +8.3% | -12.0% | +20.4% | +8.4% |
| 6M | +14.0% | +145.7% | -131.7% | +18.7% |
| YTD | +26.9% | +80.7% | -53.7% | +31.0% |
| 1Y | +32.7% | +40.1% | -7.4% | +36.4% |
| All | +53.7% | +471.8% | -418.1% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling