+81.6%
KO vs CL
+30.0%
+51.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.4% | -1.4% | +1.8% | +1.2% |
| 30D | +1.5% | -5.2% | +6.7% | +4.6% |
| 3M | +11.8% | +3.3% | +8.5% | +9.7% |
| 6M | +16.2% | -4.4% | +20.6% | +18.8% |
| YTD | +28.1% | +13.9% | +14.2% | +18.1% |
| 1Y | +34.8% | +7.6% | +27.1% | +28.2% |
| 3Y | +65.5% | +29.6% | +35.9% | +37.1% |
| 5Y | +81.6% | +28.1% | +53.5% | +49.7% |
| All | +81.6% | +30.0% | +51.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling