+177.9%
KO vs CB
+225.2%
-47.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.1% | -2.8% | +1.6% | 0.0% |
| 30D | +1.6% | -2.4% | +4.0% | +2.5% |
| 3M | +5.8% | +2.8% | +3.0% | +4.4% |
| 6M | +14.3% | +4.8% | +9.5% | +11.9% |
| YTD | +27.3% | +9.2% | +18.1% | +22.6% |
| 1Y | +33.2% | +22.8% | +10.4% | +22.2% |
| 3Y | +64.5% | +71.1% | -6.7% | +30.7% |
| 5Y | +83.1% | +101.0% | -17.9% | +34.3% |
| All | +177.9% | +225.2% | -47.3% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling