+82.6%
KO vs CTAS
+107.2%
-24.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +1.8% | -0.7% | +2.6% | +2.0% |
| 3M | +7.7% | +11.1% | -3.4% | +4.2% |
| 6M | +15.3% | +2.1% | +13.1% | +14.2% |
| YTD | +28.0% | +8.0% | +20.0% | +24.6% |
| 1Y | +34.3% | -0.5% | +34.7% | +33.8% |
| 3Y | +63.8% | +66.2% | -2.4% | +34.6% |
| All | +82.6% | +107.2% | -24.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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