+183.0%
KO vs CF
+599.7%
-416.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.2% |
| 7D | -0.8% | -0.8% | +0.1% | -0.7% |
| 30D | +0.8% | +14.3% | -13.5% | -0.6% |
| 3M | +8.3% | +27.9% | -19.5% | +5.5% |
| 6M | +14.0% | +25.5% | -11.5% | +10.5% |
| YTD | +26.9% | +81.2% | -54.3% | +17.7% |
| 1Y | +32.7% | +66.5% | -33.8% | +24.0% |
| 3Y | +63.9% | +76.7% | -12.7% | +50.2% |
| 5Y | +81.7% | +237.8% | -156.1% | +45.7% |
| 10Y | +183.0% | +619.9% | -436.8% | +106.6% |
| All | +183.0% | +599.7% | -416.7% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling