+62.9%
KO vs CARR
-0.1%
+63.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | -1.1% | -4.1% | +3.0% | -1.1% |
| 30D | +1.6% | -11.0% | +12.5% | +1.5% |
| 3M | +5.8% | -16.4% | +22.1% | +5.6% |
| 6M | +14.3% | -2.4% | +16.7% | +13.5% |
| YTD | +27.3% | +8.4% | +18.9% | +26.2% |
| 1Y | +33.2% | -8.0% | +41.2% | +32.3% |
| All | +62.9% | -0.1% | +63.0% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling