+81.6%
KO vs CRS
+1,380.1%
-1,298.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | +1.6% | -16.6% | +18.1% | +1.9% |
| 3M | +5.8% | -14.3% | +20.0% | +5.9% |
| 6M | +14.3% | +11.6% | +2.7% | +13.3% |
| YTD | +27.3% | +42.6% | -15.3% | +25.1% |
| 1Y | +33.2% | +81.8% | -48.6% | +29.4% |
| 3Y | +64.5% | +632.1% | -567.6% | +43.1% |
| All | +81.6% | +1,380.1% | -1,298.5% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling