+179.3%
KO vs CAT
+1,169.9%
-990.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +0.2% | +0.6% | -0.3% | +0.2% |
| 30D | +1.8% | -4.3% | +6.2% | +2.4% |
| 3M | +7.7% | -8.6% | +16.3% | +8.4% |
| 6M | +15.3% | +16.1% | -0.9% | +10.7% |
| YTD | +28.0% | +43.8% | -15.8% | +17.9% |
| 1Y | +34.3% | +91.5% | -57.2% | +16.3% |
| 3Y | +63.8% | +202.7% | -138.9% | +25.2% |
| 5Y | +84.1% | +335.1% | -251.1% | +25.3% |
| All | +179.3% | +1,169.9% | -990.6% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling