+4,224.1%
KO vs CRS
+9,585.9%
-5,361.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -1.1% | -4.1% | +3.0% | -0.6% |
| 30D | +1.6% | -16.6% | +18.1% | +3.6% |
| 3M | +5.8% | -14.3% | +20.0% | +7.1% |
| 6M | +14.3% | +11.6% | +2.7% | +11.8% |
| YTD | +27.3% | +42.6% | -15.3% | +20.7% |
| 1Y | +33.2% | +81.8% | -48.6% | +21.9% |
| 3Y | +64.5% | +632.1% | -567.6% | +22.9% |
| 5Y | +83.1% | +1,401.6% | -1,318.5% | +21.2% |
| 10Y | +183.9% | +1,379.0% | -1,195.1% | +74.3% |
| All | +4,224.1% | +9,585.9% | -5,361.8% | +1,778.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling