+4,250.2%
KO vs ED
+2,238.5%
+2,011.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +1.5% | +1.1% | +0.4% | +1.0% |
| 3M | +11.8% | +4.6% | +7.2% | +9.5% |
| 6M | +16.2% | -2.0% | +18.2% | +17.1% |
| YTD | +28.1% | +11.7% | +16.4% | +21.5% |
| 1Y | +34.8% | +15.7% | +19.0% | +25.6% |
| 3Y | +65.5% | +34.4% | +31.1% | +42.7% |
| 5Y | +81.6% | +67.3% | +14.3% | +40.5% |
| 10Y | +176.7% | +104.0% | +72.7% | +90.8% |
| All | +4,250.2% | +2,238.5% | +2,011.7% | +728.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling