+43.2%
KO vs EL
+25.6%
+17.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.3% | +0.7% |
| 7D | +4.4% | +2.5% | +1.9% | +4.3% |
| 30D | +10.7% | +20.1% | -9.3% | +9.5% |
| 3M | +11.3% | +29.3% | -17.9% | +9.5% |
| 6M | +24.0% | +38.8% | -14.7% | +21.6% |
| YTD | +39.7% | +8.1% | +31.6% | +36.7% |
| 1Y | +43.2% | +22.3% | +20.9% | +40.2% |
| All | +43.2% | +25.6% | +17.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling