+81.7%
KO vs C
+133.6%
-51.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -0.8% | +2.6% | -3.4% | -1.0% |
| 30D | +0.8% | +1.9% | -1.1% | +0.6% |
| 3M | +8.3% | +2.8% | +5.5% | +8.0% |
| 6M | +14.0% | +30.6% | -16.5% | +11.1% |
| YTD | +26.9% | +19.9% | +7.0% | +24.4% |
| 1Y | +32.7% | +44.6% | -11.9% | +27.1% |
| 3Y | +63.9% | +272.1% | -208.2% | +33.0% |
| 5Y | +81.7% | +132.0% | -50.3% | +57.6% |
| All | +81.7% | +133.6% | -51.9% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling