+93.7%
KO vs BBAI
-71.7%
+165.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.9% |
| 7D | -0.8% | -4.1% | +3.3% | -0.8% |
| 30D | +0.8% | -12.4% | +13.2% | +0.7% |
| 3M | +8.3% | -29.1% | +37.4% | +8.1% |
| 6M | +14.0% | -32.6% | +46.7% | +13.9% |
| YTD | +26.9% | -47.6% | +74.5% | +26.6% |
| 1Y | +32.7% | -41.0% | +73.7% | +32.5% |
| 3Y | +63.9% | +67.5% | -3.5% | +65.7% |
| 5Y | +81.7% | -71.3% | +153.0% | +80.4% |
| All | +93.7% | -71.7% | +165.4% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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