+119.9%
KO vs CTVA
+211.9%
-92.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.8% | -5.8% | +5.0% | +0.5% |
| 30D | +0.8% | +11.1% | -10.3% | -1.5% |
| 3M | +8.3% | +13.2% | -4.9% | +5.2% |
| 6M | +14.0% | +8.7% | +5.3% | +11.5% |
| YTD | +26.9% | +27.3% | -0.4% | +19.8% |
| 1Y | +32.7% | +18.0% | +14.7% | +26.9% |
| 3Y | +63.9% | +76.5% | -12.5% | +40.4% |
| 5Y | +81.7% | +105.1% | -23.4% | +46.7% |
| All | +119.9% | +211.9% | -92.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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