+930.2%
KO vs EL
+1,648.4%
-718.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +0.4% | +1.7% | -1.3% | +0.1% |
| 30D | +1.5% | +15.5% | -14.0% | -1.5% |
| 3M | +11.8% | +20.6% | -8.7% | +7.4% |
| 6M | +16.2% | +10.5% | +5.8% | +12.7% |
| YTD | +28.1% | -1.9% | +30.0% | +26.1% |
| 1Y | +34.8% | +16.1% | +18.7% | +27.6% |
| 3Y | +65.5% | -30.2% | +95.7% | +66.1% |
| 5Y | +81.6% | -67.4% | +149.0% | +110.6% |
| 10Y | +176.7% | +31.2% | +145.5% | +130.4% |
| All | +930.2% | +1,648.4% | -718.2% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling