+4,725.8%
KO vs C
+1,079.6%
+3,646.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.8% | +4.7% | -2.9% | +1.1% |
| 30D | +8.1% | +0.2% | +8.0% | +8.1% |
| 3M | +13.0% | -9.3% | +22.4% | +14.5% |
| 6M | +23.3% | -0.8% | +24.1% | +22.9% |
| YTD | +42.1% | +8.5% | +33.6% | +39.2% |
| 1Y | +39.9% | +23.1% | +16.8% | +34.4% |
| 3Y | +87.3% | +220.8% | -133.5% | +53.1% |
| 5Y | +99.3% | +112.4% | -13.1% | +71.8% |
| 10Y | +223.8% | +217.9% | +5.9% | +154.6% |
| All | +4,725.8% | +1,079.6% | +3,646.2% | +1,553.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling