+81.6%
KO vs EL
-69.2%
+150.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -1.1% | -4.4% | +3.2% | -0.7% |
| 30D | +1.6% | +10.3% | -8.7% | +0.6% |
| 3M | +5.8% | +13.4% | -7.6% | +4.4% |
| 6M | +14.3% | +3.1% | +11.2% | +13.4% |
| YTD | +27.3% | -6.9% | +34.2% | +27.0% |
| 1Y | +33.2% | +11.9% | +21.3% | +30.2% |
| 3Y | +64.5% | -33.8% | +98.3% | +68.9% |
| All | +81.6% | -69.2% | +150.8% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling