+673.7%
KO vs CNC
+5,485.4%
-4,811.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | +0.2% | -0.9% | +1.2% | +0.3% |
| 30D | +1.8% | -1.0% | +2.8% | +1.9% |
| 3M | +7.7% | +4.5% | +3.1% | +7.0% |
| 6M | +15.3% | +85.2% | -70.0% | +7.6% |
| YTD | +28.0% | +61.4% | -33.4% | +20.7% |
| 1Y | +34.3% | +94.9% | -60.6% | +23.6% |
| 3Y | +63.8% | 0.0% | +63.8% | +58.6% |
| 5Y | +84.1% | +11.2% | +72.9% | +75.2% |
| 10Y | +185.4% | +98.7% | +86.7% | +152.0% |
| All | +673.7% | +5,485.4% | -4,811.7% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling