+43.2%
KO vs COPX
+31.7%
+11.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +1.2% |
| 7D | +4.4% | -3.0% | +7.4% | +4.3% |
| 30D | +10.7% | -13.6% | +24.4% | +10.1% |
| 3M | +11.3% | -11.2% | +22.6% | +10.9% |
| 6M | +24.0% | -2.4% | +26.4% | +23.4% |
| YTD | +39.7% | +4.2% | +35.5% | +39.6% |
| 1Y | +43.2% | +32.2% | +11.1% | +41.7% |
| All | +43.2% | +31.7% | +11.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling