+253.8%
KO vs CG
+341.4%
-87.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | +1.5% | -3.2% | +4.7% | +1.8% |
| 3M | +11.8% | +6.2% | +5.6% | +10.7% |
| 6M | +16.2% | -4.7% | +20.9% | +16.4% |
| YTD | +28.1% | -20.6% | +48.7% | +30.7% |
| 1Y | +34.8% | -26.4% | +61.1% | +38.5% |
| 3Y | +65.5% | +55.4% | +10.1% | +48.2% |
| 5Y | +81.6% | +9.8% | +71.8% | +67.5% |
| 10Y | +176.7% | +341.4% | -164.6% | +106.5% |
| All | +253.8% | +341.4% | -87.5% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling