+4,725.8%
KO vs CLF
+751.2%
+3,974.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.8% | +16.0% | -14.2% | +0.7% |
| 30D | +8.1% | +1.6% | +6.5% | +7.7% |
| 3M | +13.0% | +6.7% | +6.4% | +12.0% |
| 6M | +23.3% | +21.1% | +2.1% | +20.4% |
| YTD | +42.1% | -1.6% | +43.7% | +40.0% |
| 1Y | +39.9% | +18.5% | +21.4% | +35.9% |
| 3Y | +87.3% | -21.0% | +108.3% | +81.6% |
| 5Y | +99.3% | -41.4% | +140.6% | +93.8% |
| 10Y | +223.8% | +86.5% | +137.3% | +165.2% |
| All | +4,725.8% | +751.2% | +3,974.7% | +2,325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling