+33.6%
KO vs CMS
-2.1%
+35.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | +1.6% | -2.8% | +4.3% | +2.6% |
| 3M | +5.8% | -7.1% | +12.9% | +9.2% |
| 6M | +14.3% | -10.0% | +24.3% | +19.2% |
| YTD | +27.3% | -0.9% | +28.3% | +28.1% |
| All | +33.6% | -2.1% | +35.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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