+1,233.0%
KO vs COR
+17,211.5%
-15,978.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +0.4% | -1.9% | +2.3% | +0.7% |
| 30D | +1.5% | +1.5% | 0.0% | +1.2% |
| 3M | +11.8% | +18.7% | -6.9% | +8.8% |
| 6M | +16.2% | -9.0% | +25.3% | +17.4% |
| YTD | +28.1% | -3.3% | +31.4% | +27.9% |
| 1Y | +34.8% | +9.8% | +24.9% | +31.8% |
| 3Y | +65.5% | +87.4% | -21.9% | +48.5% |
| 5Y | +81.6% | +180.5% | -98.9% | +53.0% |
| 10Y | +176.7% | +398.1% | -221.4% | +110.3% |
| All | +1,233.0% | +17,211.5% | -15,978.4% | +567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling