+81.7%
KO vs CSX
+63.3%
+18.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +0.8% | -3.2% | +4.0% | +1.5% |
| 3M | +8.3% | +2.6% | +5.7% | +7.4% |
| 6M | +14.0% | +19.8% | -5.8% | +8.8% |
| YTD | +26.9% | +34.7% | -7.7% | +17.6% |
| 1Y | +32.7% | +52.1% | -19.5% | +19.1% |
| 3Y | +63.9% | +68.4% | -4.5% | +40.2% |
| 5Y | +81.7% | +65.1% | +16.6% | +54.3% |
| All | +81.7% | +63.3% | +18.4% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling