+34.3%
KO vs CRH
-20.2%
+54.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +0.2% | -6.1% | +6.3% | +0.4% |
| 30D | +1.8% | -9.3% | +11.1% | +2.0% |
| 3M | +7.7% | -15.2% | +22.9% | +8.0% |
| 6M | +15.3% | -14.2% | +29.5% | +15.6% |
| YTD | +28.0% | -28.3% | +56.2% | +27.8% |
| 1Y | +34.3% | -21.8% | +56.0% | +34.3% |
| All | +34.3% | -20.2% | +54.4% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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