+83.4%
KO vs CF
+227.0%
-143.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.8% |
| 7D | -1.8% | +6.0% | -7.8% | -1.9% |
| 30D | +1.4% | +14.8% | -13.4% | +1.1% |
| 3M | +15.4% | +14.1% | +1.3% | +15.0% |
| 6M | +14.3% | +28.5% | -14.3% | +13.2% |
| YTD | +27.7% | +74.9% | -47.3% | +24.9% |
| 1Y | +32.7% | +61.7% | -29.0% | +30.1% |
| 3Y | +62.2% | +80.3% | -18.1% | +57.3% |
| All | +83.4% | +227.0% | -143.6% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling