+81.6%
KO vs CRH
+91.9%
-10.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -1.1% | -4.8% | +3.7% | -0.6% |
| 30D | +1.6% | -13.1% | +14.7% | +3.0% |
| 3M | +5.8% | -12.0% | +17.7% | +7.0% |
| 6M | +14.3% | -16.9% | +31.2% | +16.1% |
| YTD | +27.3% | -29.0% | +56.3% | +31.5% |
| 1Y | +33.2% | -20.3% | +53.5% | +35.4% |
| 3Y | +64.5% | +69.2% | -4.8% | +43.3% |
| All | +81.6% | +91.9% | -10.3% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling