+1,994.4%
KO vs CB
+7,169.5%
-5,175.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +8.1% | +7.4% | +0.7% | +6.5% |
| 3M | +13.0% | +8.6% | +4.4% | +11.0% |
| 6M | +23.3% | +16.1% | +7.1% | +19.2% |
| YTD | +42.1% | +20.2% | +21.9% | +36.3% |
| 1Y | +39.9% | +27.2% | +12.7% | +32.6% |
| 3Y | +87.3% | +72.7% | +14.6% | +65.5% |
| 5Y | +99.3% | +105.9% | -6.7% | +68.7% |
| 10Y | +223.8% | +248.1% | -24.3% | +143.1% |
| All | +1,994.4% | +7,169.5% | -5,175.1% | +920.3% |
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