+177.9%
KO vs COR
+405.5%
-227.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -1.1% | -4.8% | +3.7% | 0.0% |
| 30D | +1.6% | -3.7% | +5.2% | +2.3% |
| 3M | +5.8% | +14.3% | -8.6% | +2.5% |
| 6M | +14.3% | -8.5% | +22.8% | +15.9% |
| YTD | +27.3% | -4.4% | +31.7% | +27.4% |
| 1Y | +33.2% | +9.1% | +24.0% | +28.8% |
| 3Y | +64.5% | +85.2% | -20.7% | +39.0% |
| 5Y | +83.1% | +180.7% | -97.5% | +39.5% |
| All | +177.9% | +405.5% | -227.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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