+559.6%
KO vs CAPR
-99.2%
+658.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | +5.8% | -67.2% | +73.0% | +5.9% |
| 6M | +14.3% | -75.1% | +89.4% | +14.5% |
| YTD | +27.3% | -71.2% | +98.6% | +27.5% |
| 1Y | +33.2% | +31.1% | +2.1% | +31.5% |
| 3Y | +64.5% | +31.3% | +33.1% | +61.6% |
| 5Y | +83.1% | +69.4% | +13.7% | +79.3% |
| 10Y | +183.9% | -78.2% | +262.1% | +174.4% |
| All | +559.6% | -99.2% | +658.8% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling