+4,235.9%
KO vs CI
+7,591.2%
-3,355.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | +1.4% | +4.4% | -3.0% | +0.6% |
| 3M | +15.4% | +0.7% | +14.7% | +15.1% |
| 6M | +14.3% | +0.3% | +13.9% | +13.9% |
| YTD | +27.7% | +3.8% | +23.8% | +26.2% |
| 1Y | +32.7% | -5.5% | +38.2% | +32.8% |
| 3Y | +62.2% | +8.1% | +54.1% | +56.0% |
| 5Y | +80.0% | +42.8% | +37.2% | +62.6% |
| 10Y | +175.6% | +143.9% | +31.7% | +117.9% |
| All | +4,235.9% | +7,591.2% | -3,355.3% | +1,117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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