+90.1%
KO vs CAT
+161.3%
-71.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.8% |
| 7D | +3.7% | +7.4% | -3.7% | +4.4% |
| 30D | +8.1% | -19.7% | +27.8% | +6.2% |
| 3M | +14.2% | -29.6% | +43.8% | +11.0% |
| 6M | +25.2% | -33.2% | +58.4% | +21.3% |
| YTD | +44.7% | +5.7% | +39.1% | +43.9% |
| 1Y | +43.4% | +9.3% | +34.0% | +42.8% |
| 3Y | +90.1% | +158.3% | -68.3% | +94.7% |
| All | +90.1% | +161.3% | -71.3% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling