+228.7%
KO vs CL
+88.0%
+140.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +0.8% |
| 7D | +3.7% | +3.2% | +0.5% | +1.9% |
| 30D | +8.1% | +8.0% | +0.1% | +3.5% |
| 3M | +14.2% | +7.9% | +6.3% | +9.3% |
| 6M | +25.2% | +14.7% | +10.5% | +15.6% |
| YTD | +44.7% | +29.2% | +15.6% | +24.5% |
| 1Y | +43.4% | +29.5% | +13.8% | +23.0% |
| 3Y | +90.1% | +40.7% | +49.4% | +53.6% |
| 5Y | +103.0% | +43.9% | +59.1% | +61.1% |
| All | +228.7% | +88.0% | +140.7% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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