+81.6%
KO vs COR
+179.5%
-97.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 6M | +14.3% | -8.5% | +22.8% | +16.3% |
| YTD | +27.3% | -4.4% | +31.7% | +27.5% |
| 1Y | +33.2% | +9.1% | +24.0% | +27.9% |
| 3Y | +64.5% | +85.2% | -20.7% | +31.4% |
| All | +81.6% | +179.5% | -97.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling