+378.0%
KO vs CSGP
+3,294.4%
-2,916.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.3% |
| 7D | +1.7% | +1.3% | +0.4% | +1.6% |
| 30D | +11.5% | +10.7% | +0.8% | +10.3% |
| 3M | +10.8% | +3.3% | +7.5% | +10.2% |
| 6M | +22.3% | -10.3% | +32.6% | +22.8% |
| YTD | +39.5% | -54.6% | +94.1% | +47.7% |
| 1Y | +42.2% | -54.6% | +96.9% | +50.5% |
| 3Y | +83.1% | -60.3% | +143.4% | +94.5% |
| 5Y | +94.8% | -63.3% | +158.1% | +106.4% |
| 10Y | +212.9% | +66.5% | +146.4% | +194.0% |
| All | +378.0% | +3,294.4% | -2,916.5% | +267.7% |
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