+40.7%
KO vs CART
+48.3%
-7.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.8% |
| 30D | +8.1% | +17.8% | -9.6% | +8.5% |
| 3M | +13.0% | +20.7% | -7.7% | +13.4% |
| 6M | +23.3% | +49.7% | -26.4% | +25.4% |
| YTD | +42.1% | +30.0% | +12.1% | +42.8% |
| All | +40.7% | +48.3% | -7.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling