+83.1%
KO vs CAPR
+66.0%
+17.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.3% |
| 7D | -1.1% | -10.6% | +9.5% | -1.1% |
| 30D | +1.6% | +111.2% | -109.6% | +1.5% |
| 3M | +5.8% | -67.2% | +73.0% | +5.8% |
| 6M | +14.3% | -75.1% | +89.4% | +14.4% |
| YTD | +27.3% | -71.2% | +98.6% | +27.3% |
| 1Y | +33.2% | +31.1% | +2.1% | +32.1% |
| 3Y | +64.5% | +31.3% | +33.1% | +60.8% |
| 5Y | +83.1% | +69.4% | +13.7% | +77.0% |
| All | +83.1% | +66.0% | +17.1% | +77.0% |
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