+177.9%
KO vs CRS
+1,409.1%
-1,231.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -1.1% | -4.1% | +3.0% | -0.7% |
| 30D | +1.6% | -16.6% | +18.1% | +3.3% |
| 3M | +5.8% | -14.3% | +20.0% | +6.9% |
| 6M | +14.3% | +11.6% | +2.7% | +12.0% |
| YTD | +27.3% | +42.6% | -15.3% | +21.1% |
| 1Y | +33.2% | +81.8% | -48.6% | +22.6% |
| 3Y | +64.5% | +632.1% | -567.6% | +22.3% |
| 5Y | +83.1% | +1,401.6% | -1,318.5% | +18.3% |
| All | +177.9% | +1,409.1% | -1,231.2% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling