+1,764.4%
KO vs ALB
+2,835.3%
-1,070.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.3% |
| 7D | -1.8% | -8.1% | +6.3% | -0.7% |
| 30D | +1.4% | +6.3% | -4.8% | +0.5% |
| 3M | +15.4% | -23.6% | +39.0% | +18.8% |
| 6M | +14.3% | -24.6% | +38.9% | +17.1% |
| YTD | +27.7% | -10.3% | +37.9% | +27.0% |
| 1Y | +32.7% | +61.5% | -28.8% | +20.4% |
| 3Y | +62.2% | -34.0% | +96.2% | +60.1% |
| 5Y | +80.0% | -44.6% | +124.6% | +75.2% |
| 10Y | +175.6% | +76.1% | +99.5% | +103.9% |
| All | +1,764.4% | +2,835.3% | -1,070.8% | +740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling