+241.0%
KO vs CFG
+361.3%
-120.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.8% |
| 7D | +3.7% | +3.2% | +0.5% | +3.2% |
| 30D | +8.1% | +5.1% | +3.0% | +7.3% |
| 3M | +14.2% | -11.2% | +25.4% | +16.2% |
| 6M | +25.2% | +9.6% | +15.6% | +23.2% |
| YTD | +44.7% | +15.0% | +29.8% | +40.9% |
| 1Y | +43.4% | +29.9% | +13.5% | +36.9% |
| 3Y | +90.1% | +192.1% | -102.0% | +54.4% |
| 5Y | +103.0% | +62.3% | +40.7% | +80.2% |
| 10Y | +229.8% | +219.2% | +10.6% | +139.7% |
| All | +241.0% | +361.3% | -120.3% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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