+4,224.1%
KO vs CDE
-89.9%
+4,314.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.5% | +0.4% |
| 7D | -1.1% | -6.1% | +4.9% | -1.0% |
| 30D | +1.6% | +9.5% | -7.9% | +1.4% |
| 3M | +5.8% | +32.0% | -26.2% | +5.0% |
| 6M | +14.3% | -12.8% | +27.1% | +14.3% |
| YTD | +27.3% | +14.2% | +13.1% | +26.4% |
| 1Y | +33.2% | +36.3% | -3.1% | +31.5% |
| 3Y | +64.5% | +821.4% | -756.9% | +54.1% |
| 5Y | +83.1% | +194.3% | -111.1% | +74.2% |
| 10Y | +183.9% | +53.2% | +130.7% | +166.6% |
| All | +4,224.1% | -89.9% | +4,314.0% | +3,751.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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