+177.9%
KO vs CLF
+128.8%
+49.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -1.1% | -3.7% | +2.6% | -0.9% |
| 30D | +1.6% | -4.7% | +6.2% | +1.7% |
| 3M | +5.8% | -4.7% | +10.4% | +5.7% |
| 6M | +14.3% | +24.0% | -9.7% | +12.4% |
| YTD | +27.3% | -10.9% | +38.2% | +27.1% |
| 1Y | +33.2% | +4.0% | +29.1% | +31.0% |
| 3Y | +64.5% | -16.9% | +81.4% | +60.8% |
| 5Y | +83.1% | -49.3% | +132.4% | +81.8% |
| All | +177.9% | +128.8% | +49.1% | +129.7% |
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