+4,815.5%
KO vs CP
+7,903.1%
-3,087.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +3.7% | +2.1% | +1.6% | +3.3% |
| 30D | +8.1% | +9.3% | -1.2% | +6.1% |
| 3M | +14.2% | +0.5% | +13.7% | +14.0% |
| 6M | +25.2% | +10.4% | +14.8% | +22.4% |
| YTD | +44.7% | +28.7% | +16.0% | +36.7% |
| 1Y | +43.4% | +33.2% | +10.2% | +34.4% |
| 3Y | +90.1% | +38.4% | +51.6% | +74.5% |
| 5Y | +103.0% | +26.2% | +76.8% | +88.4% |
| 10Y | +229.8% | +258.4% | -28.6% | +143.7% |
| All | +4,815.5% | +7,903.1% | -3,087.6% | +1,601.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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