+90.1%
KO vs CPB
-35.1%
+125.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.1% |
| 7D | +3.7% | -1.6% | +5.3% | +4.1% |
| 30D | +8.1% | +19.2% | -11.1% | +3.4% |
| 3M | +14.2% | -0.9% | +15.2% | +14.0% |
| 6M | +25.2% | +15.2% | +10.0% | +20.2% |
| YTD | +44.7% | -13.1% | +57.8% | +48.4% |
| 1Y | +43.4% | -22.4% | +65.8% | +51.7% |
| 3Y | +90.1% | -35.3% | +125.4% | +116.4% |
| All | +90.1% | -35.1% | +125.1% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling