+43.2%
KO vs CPB
-18.4%
+61.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.9% | -0.2% |
| 7D | +4.4% | +13.0% | -8.5% | +1.6% |
| 30D | +10.7% | +20.5% | -9.8% | +6.3% |
| 3M | +11.3% | +2.2% | +9.1% | +10.3% |
| 6M | +24.0% | +15.4% | +8.7% | +20.3% |
| YTD | +39.7% | -12.3% | +52.0% | +41.2% |
| 1Y | +43.2% | -18.0% | +61.2% | +47.5% |
| All | +43.2% | -18.4% | +61.7% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling