+177.9%
KO vs CNP
+137.1%
+40.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.9% |
| 7D | -1.1% | -2.2% | +1.0% | -0.3% |
| 30D | +1.6% | -2.1% | +3.6% | +2.3% |
| 3M | +5.8% | -7.9% | +13.7% | +8.9% |
| 6M | +14.3% | -8.3% | +22.6% | +17.7% |
| YTD | +27.3% | +3.8% | +23.5% | +25.1% |
| 1Y | +33.2% | +5.9% | +27.3% | +29.8% |
| 3Y | +64.5% | +49.3% | +15.2% | +40.0% |
| 5Y | +83.1% | +69.3% | +13.8% | +47.8% |
| All | +177.9% | +137.1% | +40.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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