+62.9%
KO vs EL
-34.4%
+97.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | -1.1% | -4.4% | +3.2% | -0.9% |
| 30D | +1.6% | +10.3% | -8.7% | +1.0% |
| 3M | +5.8% | +13.4% | -7.6% | +4.9% |
| 6M | +14.3% | +3.1% | +11.2% | +13.7% |
| YTD | +27.3% | -6.9% | +34.2% | +27.0% |
| 1Y | +33.2% | +11.9% | +21.3% | +31.4% |
| All | +62.9% | -34.4% | +97.4% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling