+81.6%
KO vs CHD
+20.6%
+61.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -1.1% | -4.7% | +3.6% | +0.8% |
| 30D | +1.6% | -8.3% | +9.9% | +5.0% |
| 3M | +5.8% | -4.0% | +9.8% | +7.3% |
| 6M | +14.3% | -6.5% | +20.8% | +17.0% |
| YTD | +27.3% | +13.1% | +14.2% | +20.9% |
| 1Y | +33.2% | +2.3% | +30.9% | +31.3% |
| 3Y | +64.5% | +1.8% | +62.7% | +60.9% |
| All | +81.6% | +20.6% | +61.0% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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