+209.7%
KO vs CSGP
+72.5%
+137.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | 0.0% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | +9.1% | +5.3% | +3.8% | +7.9% |
| 3M | +11.0% | +3.3% | +7.7% | +9.9% |
| 6M | +24.0% | -4.7% | +28.7% | +23.9% |
| YTD | +40.0% | -53.5% | +93.6% | +54.0% |
| 1Y | +39.7% | -53.7% | +93.5% | +53.7% |
| 3Y | +84.8% | -59.7% | +144.5% | +104.4% |
| 5Y | +96.8% | -62.5% | +159.3% | +116.9% |
| 10Y | +209.7% | +67.3% | +142.5% | +184.5% |
| All | +209.7% | +72.5% | +137.2% | +184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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