+81.6%
KO vs DE
+97.8%
-16.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | +1.6% | +9.7% | -8.1% | +0.6% |
| 3M | +5.8% | +21.4% | -15.6% | +3.4% |
| 6M | +14.3% | +15.0% | -0.7% | +12.3% |
| YTD | +27.3% | +46.4% | -19.1% | +21.2% |
| 1Y | +33.2% | +45.6% | -12.5% | +26.7% |
| 3Y | +64.5% | +76.8% | -12.3% | +51.1% |
| All | +81.6% | +97.8% | -16.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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