+4,210.3%
KO vs CHD
+9,868.9%
-5,658.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -0.8% | -4.2% | +3.4% | +0.2% |
| 30D | +0.8% | -7.6% | +8.4% | +2.7% |
| 3M | +8.3% | -1.6% | +9.9% | +8.7% |
| 6M | +14.0% | -6.3% | +20.4% | +15.7% |
| YTD | +26.9% | +14.6% | +12.3% | +22.7% |
| 1Y | +32.7% | +1.6% | +31.1% | +31.7% |
| 3Y | +63.9% | +3.1% | +60.8% | +61.5% |
| 5Y | +81.7% | +21.1% | +60.6% | +72.0% |
| 10Y | +183.0% | +128.6% | +54.4% | +131.5% |
| All | +4,210.3% | +9,868.9% | -5,658.6% | +1,647.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling