+4,815.5%
KO vs CAT
+19,381.0%
-14,565.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +3.7% | +7.4% | -3.7% | +2.3% |
| 30D | +8.1% | -19.7% | +27.8% | +12.2% |
| 3M | +14.2% | -29.6% | +43.8% | +21.2% |
| 6M | +25.2% | -33.2% | +58.4% | +33.0% |
| YTD | +44.7% | +5.7% | +39.1% | +39.4% |
| 1Y | +43.4% | +9.3% | +34.0% | +37.0% |
| 3Y | +90.1% | +158.3% | -68.3% | +48.4% |
| 5Y | +103.0% | +211.6% | -108.6% | +49.4% |
| 10Y | +229.8% | +698.5% | -468.7% | +92.4% |
| All | +4,815.5% | +19,381.0% | -14,565.5% | +1,049.2% |
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