+33.6%
KO vs SBAC
-4.6%
+38.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.7% |
| 7D | -1.1% | -5.3% | +4.2% | -0.5% |
| 30D | +1.6% | +0.4% | +1.2% | +1.5% |
| 3M | +5.8% | -11.9% | +17.6% | +7.0% |
| 6M | +14.3% | -4.5% | +18.8% | +15.3% |
| YTD | +27.3% | -4.3% | +31.7% | +29.2% |
| All | +33.6% | -4.6% | +38.2% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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