+65.5%
KO vs CB
+70.7%
-5.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.8% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +1.5% | -3.9% | +5.4% | +2.7% |
| 3M | +11.8% | +4.9% | +6.9% | +10.1% |
| 6M | +16.2% | +3.3% | +13.0% | +14.9% |
| YTD | +28.1% | +8.5% | +19.6% | +24.9% |
| 1Y | +34.8% | +22.1% | +12.7% | +26.9% |
| 3Y | +65.5% | +70.1% | -4.7% | +46.9% |
| All | +65.5% | +70.7% | -5.2% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling