+177.9%
KO vs CMI
+509.0%
-331.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | +1.6% | -12.8% | +14.3% | +4.0% |
| 3M | +5.8% | -12.4% | +18.2% | +7.5% |
| 6M | +14.3% | -0.9% | +15.2% | +12.5% |
| YTD | +27.3% | +8.9% | +18.5% | +22.2% |
| 1Y | +33.2% | +37.7% | -4.5% | +20.7% |
| 3Y | +64.5% | +148.9% | -84.4% | +24.7% |
| 5Y | +83.1% | +164.4% | -81.2% | +33.9% |
| All | +177.9% | +509.0% | -331.2% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling