+292.0%
KO vs CNH
+36.2%
+255.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +3.7% | +3.0% | +0.7% | +3.2% |
| 30D | +8.1% | -0.6% | +8.7% | +8.0% |
| 3M | +14.2% | +14.6% | -0.4% | +11.4% |
| 6M | +25.2% | +11.8% | +13.4% | +22.1% |
| YTD | +44.7% | +30.4% | +14.3% | +37.4% |
| 1Y | +43.4% | +19.1% | +24.3% | +37.8% |
| 3Y | +90.1% | +30.2% | +59.9% | +76.0% |
| 5Y | +103.0% | -17.8% | +120.8% | +99.3% |
| 10Y | +229.8% | +103.9% | +125.9% | +164.1% |
| All | +292.0% | +36.2% | +255.8% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling