+28.3%
KO vs CRCL
+30.9%
-2.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.3% |
| 7D | -1.1% | -12.5% | +11.4% | -1.3% |
| 30D | +1.6% | +26.9% | -25.4% | +2.1% |
| 3M | +5.8% | +14.4% | -8.7% | +6.2% |
| 6M | +14.3% | -23.5% | +37.8% | +14.3% |
| YTD | +27.3% | +13.9% | +13.4% | +28.5% |
| 1Y | +33.2% | -20.6% | +53.7% | +33.8% |
| All | +28.3% | +30.9% | -2.6% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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