+83.1%
KO vs CME
+76.3%
+6.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | +1.6% | +6.2% | -4.6% | 0.0% |
| 3M | +5.8% | +4.4% | +1.4% | +4.5% |
| 6M | +14.3% | -9.6% | +23.9% | +16.9% |
| YTD | +27.3% | +3.8% | +23.5% | +25.2% |
| 1Y | +33.2% | +9.5% | +23.6% | +28.8% |
| 3Y | +64.5% | +51.9% | +12.5% | +44.9% |
| 5Y | +83.1% | +78.7% | +4.4% | +55.2% |
| All | +83.1% | +76.3% | +6.9% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 5y: compounded portfolio wealth divided by compounded CME 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…
5y analysis · Full analysis span regression · 6 months rolling