+43.4%
KO vs CAT
+5.7%
+37.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.8% |
| 7D | +3.7% | +7.4% | -3.7% | +4.7% |
| 30D | +8.1% | -19.7% | +27.8% | +5.3% |
| 3M | +14.2% | -29.6% | +43.8% | +9.7% |
| 6M | +25.2% | -33.2% | +58.4% | +19.4% |
| YTD | +44.7% | +5.7% | +39.1% | +43.3% |
| 1Y | +43.4% | +9.3% | +34.0% | +43.6% |
| All | +43.4% | +5.7% | +37.7% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling