+4,235.9%
KO vs CMS
+457.8%
+3,778.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.8% | +0.4% | -2.1% | -1.9% |
| 30D | +1.4% | -3.6% | +5.0% | +2.3% |
| 3M | +15.4% | -1.9% | +17.3% | +15.9% |
| 6M | +14.3% | -11.0% | +25.2% | +17.5% |
| YTD | +27.7% | +0.2% | +27.5% | +27.5% |
| 1Y | +32.7% | -1.3% | +34.0% | +32.9% |
| 3Y | +62.2% | +35.9% | +26.3% | +50.1% |
| 5Y | +80.0% | +23.1% | +56.9% | +70.0% |
| 10Y | +175.6% | +117.9% | +57.7% | +131.1% |
| All | +4,235.9% | +457.8% | +3,778.1% | +2,892.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling