+81.6%
KO vs CAH
+396.6%
-315.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -1.1% | -5.1% | +4.0% | -0.2% |
| 30D | +1.6% | -1.8% | +3.3% | +1.8% |
| 3M | +5.8% | +9.4% | -3.6% | +3.9% |
| 6M | +14.3% | +9.2% | +5.0% | +12.2% |
| YTD | +27.3% | +15.7% | +11.6% | +23.6% |
| 1Y | +33.2% | +59.7% | -26.6% | +21.4% |
| 3Y | +64.5% | +178.5% | -114.0% | +31.7% |
| All | +81.6% | +396.6% | -315.0% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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