+107.5%
KO vs CIFR
+60.2%
+47.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.3% |
| 7D | -1.1% | -8.2% | +7.1% | -1.2% |
| 30D | +1.6% | -7.4% | +8.9% | +1.5% |
| 3M | +5.8% | -24.2% | +29.9% | +5.7% |
| 6M | +14.3% | +14.2% | +0.1% | +14.6% |
| YTD | +27.3% | +8.0% | +19.3% | +27.6% |
| 1Y | +33.2% | +55.5% | -22.3% | +33.8% |
| 3Y | +64.5% | +429.6% | -365.1% | +65.3% |
| 5Y | +83.1% | +20.8% | +62.4% | +81.1% |
| All | +107.5% | +60.2% | +47.3% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling