+430.2%
KO vs COPX
+179.8%
+250.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | +1.3% |
| 7D | -1.1% | -2.9% | +1.8% | -0.8% |
| 30D | +1.6% | 0.0% | +1.5% | +1.4% |
| 3M | +5.8% | +14.8% | -9.0% | +3.2% |
| 6M | +14.3% | +7.0% | +7.2% | +11.8% |
| YTD | +27.3% | +23.8% | +3.5% | +21.2% |
| 1Y | +33.2% | +75.7% | -42.5% | +19.5% |
| 3Y | +64.5% | +156.4% | -91.9% | +35.6% |
| 5Y | +83.1% | +167.6% | -84.5% | +46.7% |
| 10Y | +183.9% | +569.1% | -385.2% | +79.8% |
| All | +430.2% | +179.8% | +250.5% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling