+4,235.9%
KO vs CP
+7,669.4%
-3,433.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.8% | -2.7% | +0.9% | -1.2% |
| 30D | +1.4% | +0.2% | +1.3% | +1.4% |
| 3M | +15.4% | +2.6% | +12.8% | +14.7% |
| 6M | +14.3% | +6.0% | +8.3% | +12.6% |
| YTD | +27.7% | +24.9% | +2.7% | +21.3% |
| 1Y | +32.7% | +20.1% | +12.6% | +27.0% |
| 3Y | +62.2% | +16.4% | +45.8% | +54.5% |
| 5Y | +80.0% | +31.7% | +48.3% | +65.5% |
| 10Y | +175.6% | +223.9% | -48.2% | +107.7% |
| All | +4,235.9% | +7,669.4% | -3,433.5% | +1,410.3% |
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