+4,250.2%
KO vs ECL
+12,954.7%
-8,704.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.4% | -0.8% | +1.2% | +0.7% |
| 30D | +1.5% | -2.5% | +4.0% | +2.3% |
| 3M | +11.8% | +8.3% | +3.5% | +8.9% |
| 6M | +16.2% | -1.1% | +17.3% | +16.3% |
| YTD | +28.1% | +6.5% | +21.6% | +25.0% |
| 1Y | +34.8% | +2.1% | +32.7% | +33.0% |
| 3Y | +65.5% | +57.6% | +7.9% | +40.6% |
| 5Y | +81.6% | +28.1% | +53.5% | +61.8% |
| 10Y | +176.7% | +153.2% | +23.5% | +96.1% |
| All | +4,250.2% | +12,954.7% | -8,704.6% | +958.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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