+81.7%
KO vs ALB
-43.9%
+125.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.9% |
| 7D | -0.8% | -8.6% | +7.8% | -0.7% |
| 30D | +0.8% | -4.0% | +4.8% | +0.8% |
| 3M | +8.3% | -17.4% | +25.7% | +8.6% |
| 6M | +14.0% | -25.4% | +39.4% | +14.4% |
| YTD | +26.9% | -10.5% | +37.4% | +26.6% |
| 1Y | +32.7% | +75.8% | -43.2% | +29.5% |
| 3Y | +63.9% | -28.5% | +92.5% | +64.5% |
| 5Y | +81.7% | -45.1% | +126.8% | +83.7% |
| All | +81.7% | -43.9% | +125.6% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling