+33.6%
KO vs ALB
+72.3%
-38.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.1% |
| 7D | -1.1% | -7.6% | +6.5% | -1.6% |
| 30D | +1.6% | -5.6% | +7.2% | +1.3% |
| 3M | +5.8% | -16.8% | +22.6% | +5.0% |
| 6M | +14.3% | -26.3% | +40.6% | +12.6% |
| YTD | +27.3% | -13.2% | +40.5% | +27.5% |
| All | +33.6% | +72.3% | -38.7% | +43.5% |
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