+62.4%
KO vs CLF
-16.3%
+78.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -1.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.8% |
| 30D | +0.8% | -3.2% | +4.0% | +0.7% |
| 3M | +8.3% | -5.0% | +13.3% | +8.4% |
| 6M | +14.0% | +26.6% | -12.6% | +14.5% |
| YTD | +26.9% | -9.0% | +35.9% | +27.0% |
| 1Y | +32.7% | +11.8% | +20.8% | +33.0% |
| All | +62.4% | -16.3% | +78.7% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling