+54.6%
KO vs ALAB
+490.6%
-435.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.8% | -10.6% | -0.4% |
| 7D | -1.8% | +7.2% | -9.0% | -1.5% |
| 30D | +1.4% | -2.5% | +3.9% | +1.4% |
| 3M | +15.4% | -13.3% | +28.7% | +15.5% |
| 6M | +14.3% | +172.8% | -158.6% | +19.4% |
| YTD | +27.7% | +86.6% | -58.9% | +32.0% |
| 1Y | +32.7% | +65.2% | -32.5% | +37.2% |
| All | +54.6% | +490.6% | -435.9% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling