+65.5%
KO vs CMS
+35.3%
+30.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.4% | +1.2% | -0.8% | -0.1% |
| 30D | +1.5% | -3.2% | +4.7% | +2.9% |
| 3M | +11.8% | -2.2% | +14.0% | +13.0% |
| 6M | +16.2% | -9.4% | +25.7% | +21.2% |
| YTD | +28.1% | +0.7% | +27.4% | +27.3% |
| 1Y | +34.8% | +0.4% | +34.4% | +33.9% |
| 3Y | +65.5% | +35.2% | +30.3% | +47.2% |
| All | +65.5% | +35.3% | +30.1% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling