+82.6%
KO vs SBAC
-43.5%
+126.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +0.7% |
| 30D | +1.8% | +2.0% | -0.2% | +1.4% |
| 3M | +7.7% | -8.3% | +16.0% | +9.4% |
| 6M | +15.3% | +0.3% | +14.9% | +14.3% |
| YTD | +28.0% | -2.2% | +30.2% | +27.5% |
| 1Y | +34.3% | -4.6% | +38.9% | +34.4% |
| 3Y | +63.8% | -8.3% | +72.1% | +63.8% |
| All | +82.6% | -43.5% | +126.0% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling