+387.5%
KO vs CSGP
+3,263.3%
-2,875.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.8% | -7.1% | +8.9% | +2.5% |
| 30D | +8.7% | +3.6% | +5.0% | +8.1% |
| 3M | +13.5% | -2.7% | +16.2% | +13.4% |
| 6M | +25.6% | -8.0% | +33.6% | +26.0% |
| YTD | +42.3% | -55.0% | +97.3% | +50.7% |
| 1Y | +39.9% | -55.8% | +95.6% | +48.3% |
| 3Y | +87.5% | -62.0% | +149.5% | +100.0% |
| 5Y | +99.1% | -62.9% | +162.0% | +110.6% |
| 10Y | +224.2% | +62.6% | +161.6% | +205.2% |
| All | +387.5% | +3,263.3% | -2,875.9% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling