+62.9%
KO vs CLX
-35.7%
+98.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.6% |
| 7D | -1.1% | -5.9% | +4.8% | +0.6% |
| 30D | +1.6% | -17.0% | +18.6% | +7.1% |
| 3M | +5.8% | -9.6% | +15.3% | +8.5% |
| 6M | +14.3% | -21.5% | +35.8% | +22.1% |
| YTD | +27.3% | -8.8% | +36.1% | +29.7% |
| 1Y | +33.2% | -24.7% | +57.8% | +43.5% |
| All | +62.9% | -35.7% | +98.7% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling