+83.4%
KO vs CSGP
-64.7%
+148.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -1.8% | -4.1% | +2.3% | -1.4% |
| 30D | +1.4% | +2.3% | -0.9% | +1.2% |
| 3M | +15.4% | -8.2% | +23.6% | +15.8% |
| 6M | +14.3% | -35.1% | +49.3% | +17.5% |
| YTD | +27.7% | -54.0% | +81.7% | +34.8% |
| 1Y | +32.7% | -65.3% | +98.0% | +43.9% |
| 3Y | +62.2% | -62.6% | +124.8% | +73.1% |
| All | +83.4% | -64.7% | +148.1% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling