+32.7%
KO vs ALB
+60.9%
-28.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -1.1% |
| 7D | -1.8% | -8.1% | +6.3% | -2.3% |
| 30D | +1.4% | +6.3% | -4.8% | +2.0% |
| 3M | +15.4% | -23.6% | +39.0% | +14.1% |
| 6M | +14.3% | -24.6% | +38.9% | +12.8% |
| YTD | +27.7% | -10.3% | +37.9% | +28.0% |
| 1Y | +32.7% | +61.5% | -28.8% | +40.8% |
| All | +32.7% | +60.9% | -28.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling