+222.0%
KO vs CF
+481.7%
-259.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | +2.2% | +4.8% | -2.5% | +1.7% |
| 30D | +10.1% | +9.7% | +0.4% | +8.9% |
| 3M | +12.2% | +1.2% | +11.0% | +11.9% |
| 6M | +25.1% | +7.4% | +17.8% | +23.7% |
| YTD | +41.3% | +60.5% | -19.2% | +32.2% |
| 1Y | +41.1% | +50.7% | -9.7% | +32.9% |
| 3Y | +86.3% | +64.8% | +21.5% | +71.1% |
| 5Y | +97.8% | +115.8% | -18.0% | +68.6% |
| All | +222.0% | +481.7% | -259.6% | +131.7% |
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