+177.9%
KO vs CL
+55.9%
+122.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | -2.4% | +1.3% | +0.3% |
| 30D | +1.6% | -4.8% | +6.3% | +4.3% |
| 3M | +5.8% | -1.7% | +7.5% | +6.7% |
| 6M | +14.3% | -3.8% | +18.1% | +16.4% |
| YTD | +27.3% | +13.3% | +14.1% | +18.0% |
| 1Y | +33.2% | +8.3% | +24.9% | +26.3% |
| 3Y | +64.5% | +28.8% | +35.6% | +39.6% |
| 5Y | +83.1% | +28.5% | +54.6% | +54.9% |
| All | +177.9% | +55.9% | +122.0% | +115.3% |
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