+102.9%
KO vs CB
+107.6%
-4.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +3.7% | +2.9% | +0.8% | +2.7% |
| 30D | +8.1% | +7.3% | +0.8% | +5.6% |
| 3M | +14.2% | +9.4% | +4.8% | +10.7% |
| 6M | +25.2% | +19.6% | +5.6% | +17.6% |
| YTD | +44.7% | +21.5% | +23.2% | +35.1% |
| 1Y | +43.4% | +28.0% | +15.4% | +31.4% |
| 3Y | +90.1% | +74.9% | +15.2% | +55.0% |
| All | +102.9% | +107.6% | -4.7% | +53.0% |
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