+177.9%
KO vs CNC
+96.8%
+81.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -1.1% | -3.9% | +2.7% | -0.6% |
| 30D | +1.6% | +0.8% | +0.8% | +1.4% |
| 3M | +5.8% | +0.1% | +5.7% | +5.5% |
| 6M | +14.3% | +79.7% | -65.4% | +5.0% |
| YTD | +27.3% | +58.9% | -31.6% | +18.2% |
| 1Y | +33.2% | +109.1% | -76.0% | +17.9% |
| 3Y | +64.5% | 0.0% | +64.5% | +58.5% |
| 5Y | +83.1% | +9.5% | +73.6% | +71.8% |
| All | +177.9% | +96.8% | +81.0% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling