+228.7%
KO vs CLF
+74.2%
+154.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.0% |
| 7D | +3.7% | +10.4% | -6.6% | +3.3% |
| 30D | +8.1% | +0.6% | +7.6% | +7.9% |
| 3M | +14.2% | +4.1% | +10.1% | +13.6% |
| 6M | +25.2% | +15.1% | +10.1% | +23.5% |
| YTD | +44.7% | -4.7% | +49.5% | +43.6% |
| 1Y | +43.4% | +20.4% | +23.0% | +40.4% |
| 3Y | +90.1% | -23.4% | +113.4% | +86.9% |
| 5Y | +103.0% | -43.3% | +146.2% | +100.1% |
| All | +228.7% | +74.2% | +154.5% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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