+4,235.9%
KO vs C
+1,202.3%
+3,033.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.8% | +3.6% | -5.4% | -2.3% |
| 30D | +1.4% | +0.1% | +1.4% | +1.4% |
| 3M | +15.4% | +2.4% | +13.0% | +14.7% |
| 6M | +14.3% | +24.9% | -10.7% | +10.1% |
| YTD | +27.7% | +19.8% | +7.9% | +23.4% |
| 1Y | +32.7% | +44.9% | -12.2% | +24.4% |
| 3Y | +62.2% | +263.0% | -200.8% | +30.3% |
| 5Y | +80.0% | +129.5% | -49.5% | +53.5% |
| 10Y | +175.6% | +291.6% | -116.0% | +110.4% |
| All | +4,235.9% | +1,202.3% | +3,033.6% | +1,365.9% |
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