+62.4%
KO vs CAT
+198.9%
-136.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.0% |
| 7D | -0.8% | +2.9% | -3.7% | -0.6% |
| 30D | +0.8% | -2.6% | +3.4% | +0.6% |
| 3M | +8.3% | -10.7% | +19.0% | +7.6% |
| 6M | +14.0% | +16.1% | -2.1% | +14.2% |
| YTD | +26.9% | +43.2% | -16.3% | +28.4% |
| 1Y | +32.7% | +96.8% | -64.2% | +35.2% |
| All | +62.4% | +198.9% | -136.5% | +64.1% |
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