+33.2%
KO vs C
+45.1%
-11.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.4% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +1.6% | +2.0% | -0.4% | +1.8% |
| 3M | +5.8% | +4.4% | +1.4% | +6.4% |
| 6M | +14.3% | +28.3% | -14.1% | +17.1% |
| YTD | +27.3% | +20.5% | +6.8% | +29.6% |
| 1Y | +33.2% | +45.5% | -12.4% | +35.6% |
| All | +33.2% | +45.1% | -11.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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