+726.1%
KO vs CF
+5,310.1%
-4,584.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | +9.1% | +6.9% | +2.1% | +8.2% |
| 3M | +11.0% | +4.8% | +6.1% | +10.2% |
| 6M | +24.0% | +4.7% | +19.3% | +22.9% |
| YTD | +40.0% | +56.5% | -16.5% | +31.7% |
| 1Y | +39.7% | +48.4% | -8.7% | +32.1% |
| 3Y | +84.8% | +59.1% | +25.6% | +71.3% |
| 5Y | +96.8% | +109.5% | -12.7% | +72.5% |
| 10Y | +209.7% | +487.0% | -277.2% | +130.5% |
| All | +726.1% | +5,310.1% | -4,584.0% | +331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling