+62.4%
KO vs C
+270.1%
-207.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -0.8% | +2.6% | -3.4% | -0.8% |
| 30D | +0.8% | +1.9% | -1.1% | +0.8% |
| 3M | +8.3% | +2.8% | +5.5% | +8.4% |
| 6M | +14.0% | +30.6% | -16.5% | +13.8% |
| YTD | +26.9% | +19.9% | +7.0% | +26.7% |
| 1Y | +32.7% | +44.6% | -11.9% | +31.5% |
| All | +62.4% | +270.1% | -207.7% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling