+4,210.3%
KO vs EFX
+6,078.9%
-1,868.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.5% |
| 7D | -0.8% | -9.4% | +8.6% | +1.2% |
| 30D | +0.8% | -6.9% | +7.7% | +2.2% |
| 3M | +8.3% | +0.1% | +8.2% | +8.0% |
| 6M | +14.0% | -17.3% | +31.4% | +17.7% |
| YTD | +26.9% | -21.8% | +48.7% | +31.7% |
| 1Y | +32.7% | -32.5% | +65.2% | +41.6% |
| 3Y | +63.9% | -12.3% | +76.3% | +61.9% |
| 5Y | +81.7% | -36.6% | +118.3% | +88.2% |
| 10Y | +183.0% | +41.0% | +142.0% | +140.4% |
| All | +4,210.3% | +6,078.9% | -1,868.6% | +1,557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling