+483.5%
KO vs SBAC
+2,199.0%
-1,715.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +1.5% | +3.2% | -1.7% | +1.3% |
| 3M | +11.8% | -5.1% | +16.9% | +12.1% |
| 6M | +16.2% | -2.1% | +18.3% | +16.1% |
| YTD | +28.1% | -0.5% | +28.6% | +27.8% |
| 1Y | +34.8% | +1.1% | +33.6% | +34.3% |
| 3Y | +65.5% | -7.4% | +72.9% | +65.4% |
| 5Y | +81.6% | -44.3% | +125.9% | +86.1% |
| 10Y | +176.7% | +77.6% | +99.2% | +169.0% |
| All | +483.5% | +2,199.0% | -1,715.5% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling