+4,235.9%
KO vs CL
+4,870.0%
-634.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.2% |
| 7D | -1.8% | -2.2% | +0.4% | -0.8% |
| 30D | +1.4% | -4.8% | +6.3% | +3.7% |
| 3M | +15.4% | +4.9% | +10.5% | +12.8% |
| 6M | +14.3% | -5.7% | +20.0% | +17.1% |
| YTD | +27.7% | +14.4% | +13.3% | +19.6% |
| 1Y | +32.7% | +8.7% | +23.9% | +27.0% |
| 3Y | +62.2% | +30.0% | +32.2% | +42.2% |
| 5Y | +80.0% | +28.4% | +51.6% | +58.4% |
| 10Y | +175.6% | +50.1% | +125.5% | +123.0% |
| All | +4,235.9% | +4,870.0% | -634.0% | +482.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling