+33.6%
KO vs CG
-32.7%
+66.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.2% |
| 7D | -1.1% | -9.8% | +8.7% | -1.7% |
| 30D | +1.6% | -10.3% | +11.9% | +1.0% |
| 3M | +5.8% | -1.7% | +7.4% | +6.0% |
| 6M | +14.3% | -9.8% | +24.1% | +14.1% |
| YTD | +27.3% | -25.6% | +52.9% | +25.0% |
| All | +33.6% | -32.7% | +66.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling