+32.7%
KO vs JBL
+52.3%
-19.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.7% |
| 7D | -1.8% | +3.0% | -4.8% | -1.5% |
| 30D | +1.4% | -8.3% | +9.7% | +0.6% |
| 3M | +15.4% | -16.9% | +32.3% | +14.0% |
| 6M | +14.3% | +21.8% | -7.5% | +14.7% |
| YTD | +27.7% | +36.3% | -8.6% | +29.7% |
| 1Y | +32.7% | +49.5% | -16.8% | +36.1% |
| All | +32.7% | +52.3% | -19.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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