+83.1%
KO vs ED
+66.8%
+16.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -1.1% | -1.9% | +0.8% | -0.3% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | +5.8% | 0.0% | +5.7% | +5.7% |
| 6M | +14.3% | -2.5% | +16.8% | +15.4% |
| YTD | +27.3% | +10.1% | +17.2% | +21.6% |
| 1Y | +33.2% | +13.6% | +19.6% | +25.2% |
| 3Y | +64.5% | +32.4% | +32.0% | +43.3% |
| 5Y | +83.1% | +69.9% | +13.3% | +45.0% |
| All | +83.1% | +66.8% | +16.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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