+81.7%
KO vs CB
+98.0%
-16.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | +0.8% | -3.1% | +3.8% | +1.8% |
| 3M | +8.3% | +4.2% | +4.2% | +6.7% |
| 6M | +14.0% | +4.7% | +9.3% | +12.0% |
| YTD | +26.9% | +8.8% | +18.1% | +23.0% |
| 1Y | +32.7% | +22.6% | +10.0% | +23.2% |
| 3Y | +63.9% | +70.6% | -6.7% | +34.2% |
| 5Y | +81.7% | +99.4% | -17.7% | +38.1% |
| All | +81.7% | +98.0% | -16.3% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling