+81.7%
KO vs CAT
+330.4%
-248.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -0.8% | +2.9% | -3.7% | -0.8% |
| 30D | +0.8% | -2.6% | +3.4% | +0.8% |
| 3M | +8.3% | -10.7% | +19.0% | +8.4% |
| 6M | +14.0% | +16.1% | -2.1% | +12.4% |
| YTD | +26.9% | +43.2% | -16.3% | +23.6% |
| 1Y | +32.7% | +96.8% | -64.2% | +25.9% |
| 3Y | +63.9% | +201.4% | -137.4% | +45.9% |
| 5Y | +81.7% | +332.7% | -251.0% | +50.4% |
| All | +81.7% | +330.4% | -248.7% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling