+4,210.3%
KO vs CLX
+2,294.7%
+1,915.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.2% |
| 7D | -0.8% | -4.9% | +4.2% | +0.8% |
| 30D | +0.8% | -15.8% | +16.6% | +6.5% |
| 3M | +8.3% | -7.9% | +16.3% | +10.9% |
| 6M | +14.0% | -19.0% | +33.1% | +21.1% |
| YTD | +26.9% | -7.9% | +34.8% | +29.0% |
| 1Y | +32.7% | -25.4% | +58.0% | +44.1% |
| 3Y | +63.9% | -35.0% | +99.0% | +84.2% |
| 5Y | +81.7% | -36.8% | +118.5% | +101.8% |
| 10Y | +183.0% | -1.4% | +184.4% | +158.7% |
| All | +4,210.3% | +2,294.7% | +1,915.6% | +904.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling