+81.7%
KO vs CNH
+12.3%
+69.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | +0.8% | +32.6% | -31.9% | -1.4% |
| 3M | +8.3% | +29.4% | -21.1% | +6.1% |
| 6M | +14.0% | +26.0% | -11.9% | +11.7% |
| YTD | +26.9% | +52.2% | -25.3% | +22.3% |
| 1Y | +32.7% | +23.9% | +8.8% | +30.0% |
| 3Y | +63.9% | +10.1% | +53.8% | +61.2% |
| 5Y | +81.7% | +13.2% | +68.6% | +76.3% |
| All | +81.7% | +12.3% | +69.4% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling