+81.7%
KO vs CMS
+23.1%
+58.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | -0.8% | +0.2% | -0.9% | -0.9% |
| 30D | +0.8% | -1.3% | +2.1% | +1.3% |
| 3M | +8.3% | -5.4% | +13.7% | +11.0% |
| 6M | +14.0% | -10.3% | +24.4% | +19.5% |
| YTD | +26.9% | -0.2% | +27.1% | +26.6% |
| 1Y | +32.7% | -0.9% | +33.5% | +32.6% |
| 3Y | +63.9% | +34.0% | +30.0% | +42.7% |
| 5Y | +81.7% | +23.6% | +58.2% | +61.0% |
| All | +81.7% | +23.1% | +58.6% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling