+1,918.7%
KO vs JBL
+41,567.8%
-39,649.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | +1.6% | -15.1% | +16.6% | +2.5% |
| 3M | +5.8% | -14.0% | +19.8% | +6.4% |
| 6M | +14.3% | +20.6% | -6.3% | +12.3% |
| YTD | +27.3% | +32.9% | -5.6% | +24.2% |
| 1Y | +33.2% | +40.5% | -7.4% | +29.2% |
| 3Y | +64.5% | +183.7% | -119.3% | +50.4% |
| 5Y | +83.1% | +388.3% | -305.2% | +60.5% |
| 10Y | +183.9% | +1,464.9% | -1,281.0% | +129.0% |
| All | +1,918.7% | +41,567.8% | -39,649.1% | +1,308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling