+81.6%
KO vs COF
+44.0%
+37.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | -1.1% | -6.1% | +5.0% | -0.7% |
| 30D | +1.6% | -5.2% | +6.7% | +1.9% |
| 3M | +5.8% | +17.0% | -11.3% | +4.6% |
| 6M | +14.3% | +12.9% | +1.4% | +13.2% |
| YTD | +27.3% | -13.5% | +40.9% | +28.4% |
| 1Y | +33.2% | -5.9% | +39.0% | +33.2% |
| 3Y | +64.5% | +117.1% | -52.7% | +45.8% |
| All | +81.6% | +44.0% | +37.6% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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