+81.6%
KO vs EFX
-36.5%
+118.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | -11.1% | +10.0% | +0.4% |
| 30D | +1.6% | -7.4% | +8.9% | +2.5% |
| 3M | +5.8% | +1.5% | +4.3% | +5.4% |
| 6M | +14.3% | -13.7% | +28.0% | +15.9% |
| YTD | +27.3% | -21.9% | +49.2% | +30.4% |
| 1Y | +33.2% | -30.8% | +64.0% | +38.6% |
| 3Y | +64.5% | -12.4% | +76.8% | +62.2% |
| All | +81.6% | -36.5% | +118.1% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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