+179.3%
KO vs CNH
+158.6%
+20.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +0.2% | -5.7% | +5.9% | +1.1% |
| 30D | +1.8% | +26.6% | -24.7% | -1.9% |
| 3M | +7.7% | +31.1% | -23.4% | +2.9% |
| 6M | +15.3% | +24.9% | -9.6% | +10.4% |
| YTD | +28.0% | +48.7% | -20.7% | +19.0% |
| 1Y | +34.3% | +22.2% | +12.1% | +28.6% |
| 3Y | +63.8% | +7.4% | +56.4% | +57.2% |
| 5Y | +84.1% | +10.8% | +73.2% | +71.1% |
| All | +179.3% | +158.6% | +20.7% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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