+62.9%
KO vs ELF
-30.3%
+93.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.3% |
| 7D | -1.1% | -10.8% | +9.7% | -1.1% |
| 30D | +1.6% | +0.8% | +0.8% | +1.6% |
| 3M | +5.8% | +64.8% | -59.0% | +5.9% |
| 6M | +14.3% | +19.0% | -4.7% | +14.2% |
| YTD | +27.3% | +25.9% | +1.4% | +27.4% |
| 1Y | +33.2% | -28.8% | +61.9% | +32.7% |
| All | +62.9% | -30.3% | +93.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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