+81.6%
KO vs CG
-1.0%
+82.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | -1.1% | -9.8% | +8.7% | -0.6% |
| 30D | +1.6% | -10.3% | +11.9% | +2.1% |
| 3M | +5.8% | -1.7% | +7.4% | +5.8% |
| 6M | +14.3% | -9.8% | +24.1% | +14.7% |
| YTD | +27.3% | -25.6% | +52.9% | +29.0% |
| 1Y | +33.2% | -32.5% | +65.7% | +35.7% |
| 3Y | +64.5% | +45.6% | +18.8% | +51.4% |
| All | +81.6% | -1.0% | +82.7% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling