+25.9%
KO vs CHYM
-24.0%
+49.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.8% | +0.1% |
| 7D | -1.1% | -2.9% | +1.8% | -1.2% |
| 30D | +1.6% | +3.0% | -1.4% | +1.7% |
| 3M | +5.8% | +98.7% | -93.0% | +8.9% |
| 6M | +14.3% | +46.4% | -32.2% | +16.5% |
| YTD | +27.3% | +29.8% | -2.5% | +29.5% |
| 1Y | +33.2% | +40.5% | -7.3% | +35.0% |
| All | +25.9% | -24.0% | +49.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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