+86.8%
KO vs CSX
+76.9%
+9.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +8.7% | +8.7% | 0.0% | +7.3% |
| 3M | +13.5% | +4.2% | +9.3% | +12.7% |
| 6M | +25.6% | +16.7% | +8.9% | +22.5% |
| YTD | +42.3% | +44.5% | -2.2% | +34.8% |
| 1Y | +39.9% | +50.3% | -10.4% | +31.8% |
| All | +86.8% | +76.9% | +9.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 3y: compounded portfolio wealth divided by compounded CSX 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…
3y analysis · Full analysis span regression · 6 months rolling