+14.0%
KO vs CIFR
+24.7%
-10.7%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -1.3% |
| 7D | -0.8% | +11.3% | -12.1% | -0.2% |
| 30D | +0.8% | +3.5% | -2.7% | +1.2% |
| 3M | +8.3% | -26.6% | +35.0% | +7.6% |
| 6M | +14.0% | +18.1% | -4.1% | +11.6% |
| All | +14.0% | +24.7% | -10.7% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling