+102.9%
KO vs CAPR
+172.3%
-69.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.9% | +8.8% | +1.9% |
| 7D | +3.7% | +5.9% | -2.1% | +3.7% |
| 30D | +8.1% | +44.6% | -36.5% | +8.1% |
| 3M | +14.2% | +126.4% | -112.2% | +14.1% |
| 6M | +25.2% | -68.6% | +93.8% | +25.3% |
| YTD | +44.7% | -67.0% | +111.7% | +44.7% |
| 1Y | +43.4% | +65.2% | -21.8% | +42.1% |
| 3Y | +90.1% | +235.6% | -145.5% | +84.0% |
| All | +102.9% | +172.3% | -69.4% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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