+65.5%
KO vs CL
+28.9%
+36.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.4% | -1.4% | +1.8% | +1.1% |
| 30D | +1.5% | -5.2% | +6.7% | +4.3% |
| 3M | +11.8% | +3.3% | +8.5% | +10.0% |
| 6M | +16.2% | -4.4% | +20.6% | +18.5% |
| YTD | +28.1% | +13.9% | +14.2% | +19.2% |
| 1Y | +34.8% | +7.6% | +27.1% | +28.9% |
| 3Y | +65.5% | +29.6% | +35.9% | +40.7% |
| All | +65.5% | +28.9% | +36.5% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling