+62.9%
KO vs JBL
+181.3%
-118.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.2% |
| 7D | -1.1% | -1.0% | -0.1% | -1.2% |
| 30D | +1.6% | -15.1% | +16.6% | +0.7% |
| 3M | +5.8% | -14.0% | +19.8% | +5.1% |
| 6M | +14.3% | +20.6% | -6.3% | +14.9% |
| YTD | +27.3% | +32.9% | -5.6% | +28.6% |
| 1Y | +33.2% | +40.5% | -7.4% | +35.0% |
| All | +62.9% | +181.3% | -118.3% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling