+448.9%
KO vs CBOE
+1,003.5%
-554.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -1.1% | -3.7% | +2.6% | -0.3% |
| 30D | +1.6% | +2.0% | -0.4% | +1.0% |
| 3M | +5.8% | -4.2% | +10.0% | +6.3% |
| 6M | +14.3% | +1.2% | +13.1% | +12.8% |
| YTD | +27.3% | +15.4% | +11.9% | +21.9% |
| 1Y | +33.2% | +23.5% | +9.7% | +25.4% |
| 3Y | +64.5% | +93.2% | -28.7% | +38.7% |
| 5Y | +83.1% | +142.0% | -58.8% | +45.4% |
| 10Y | +183.9% | +379.2% | -195.3% | +93.8% |
| All | +448.9% | +1,003.5% | -554.7% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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