+4,815.5%
KO vs CMS
+478.1%
+4,337.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +3.7% | +1.7% | +2.0% | +3.3% |
| 30D | +8.1% | +6.2% | +2.0% | +6.6% |
| 3M | +14.2% | +0.6% | +13.6% | +14.0% |
| 6M | +25.2% | -1.8% | +27.0% | +25.7% |
| YTD | +44.7% | +3.8% | +40.9% | +43.2% |
| 1Y | +43.4% | -1.8% | +45.1% | +43.8% |
| 3Y | +90.1% | +39.8% | +50.2% | +74.7% |
| 5Y | +103.0% | +37.1% | +65.8% | +86.9% |
| 10Y | +229.8% | +138.6% | +91.2% | +171.3% |
| All | +4,815.5% | +478.1% | +4,337.4% | +3,262.1% |
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