+1,781.7%
KO vs CB
+6,559.4%
-4,777.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | +1.4% | -3.1% | +4.5% | +2.1% |
| 3M | +15.4% | +9.0% | +6.4% | +13.2% |
| 6M | +14.3% | +2.9% | +11.4% | +13.5% |
| YTD | +27.7% | +10.1% | +17.6% | +24.8% |
| 1Y | +32.7% | +22.8% | +9.9% | +26.6% |
| 3Y | +62.2% | +73.8% | -11.6% | +43.0% |
| 5Y | +80.0% | +99.2% | -19.2% | +53.5% |
| 10Y | +175.6% | +218.2% | -42.6% | +110.9% |
| All | +1,781.7% | +6,559.4% | -4,777.7% | +834.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling