+4,235.9%
KO vs CAT
+26,255.8%
-22,019.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.2% |
| 7D | -1.8% | +1.7% | -3.5% | -2.1% |
| 30D | +1.4% | -6.6% | +8.0% | +2.6% |
| 3M | +15.4% | -13.3% | +28.7% | +17.5% |
| 6M | +14.3% | +11.6% | +2.7% | +10.2% |
| YTD | +27.7% | +42.9% | -15.3% | +16.8% |
| 1Y | +32.7% | +95.4% | -62.7% | +13.3% |
| 3Y | +62.2% | +196.6% | -134.4% | +24.4% |
| 5Y | +80.0% | +321.7% | -241.7% | +25.7% |
| 10Y | +175.6% | +1,140.8% | -965.2% | +48.2% |
| All | +4,235.9% | +26,255.8% | -22,019.8% | +863.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling