+83.1%
KO vs CHRW
+94.0%
-10.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.1% | +4.4% | -5.5% | -1.4% |
| 30D | +1.6% | +5.5% | -3.9% | +1.2% |
| 3M | +5.8% | -17.3% | +23.0% | +6.8% |
| 6M | +14.3% | -12.7% | +26.9% | +14.7% |
| YTD | +27.3% | -4.1% | +31.4% | +26.3% |
| 1Y | +33.2% | +21.2% | +11.9% | +28.9% |
| 3Y | +64.5% | +88.9% | -24.4% | +49.5% |
| 5Y | +83.1% | +93.1% | -10.0% | +60.9% |
| All | +83.1% | +94.0% | -10.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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