+43.2%
KO vs CIFR
-69.0%
+112.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -20.0% | +21.0% | +0.1% |
| 7D | +4.4% | -26.7% | +31.2% | +3.2% |
| 30D | +10.7% | -58.0% | +68.7% | +7.1% |
| 3M | +11.3% | -68.1% | +79.4% | +6.8% |
| 6M | +24.0% | -63.7% | +87.7% | +19.8% |
| YTD | +39.7% | -56.0% | +95.7% | +36.0% |
| 1Y | +43.2% | -71.1% | +114.4% | +38.8% |
| All | +43.2% | -69.0% | +112.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling