+246.9%
KO vs CNH
+55.5%
+191.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.1% |
| 7D | +0.4% | +8.8% | -8.4% | -0.8% |
| 30D | +1.5% | +24.7% | -23.2% | -1.8% |
| 3M | +11.8% | +27.3% | -15.5% | +7.6% |
| 6M | +16.2% | +23.2% | -6.9% | +12.0% |
| YTD | +28.1% | +48.9% | -20.8% | +19.8% |
| 1Y | +34.8% | +19.4% | +15.3% | +29.9% |
| 3Y | +65.5% | +7.8% | +57.7% | +59.2% |
| 5Y | +81.6% | +8.7% | +72.9% | +70.9% |
| 10Y | +176.7% | +149.5% | +27.2% | +116.8% |
| All | +246.9% | +55.5% | +191.4% | +181.4% |
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