+43.2%
KO vs CLX
-6.5%
+49.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.7% | -0.4% |
| 7D | +4.4% | +14.2% | -9.8% | +0.8% |
| 30D | +10.7% | +22.7% | -11.9% | +5.0% |
| 3M | +11.3% | -2.8% | +14.1% | +11.8% |
| 6M | +24.0% | +17.7% | +6.4% | +18.6% |
| YTD | +39.7% | +3.3% | +36.4% | +38.1% |
| 1Y | +43.2% | -5.6% | +48.9% | +44.8% |
| All | +43.2% | -6.5% | +49.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling