+81.6%
KO vs ELF
+213.8%
-132.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.4% |
| 7D | -1.1% | -10.8% | +9.7% | -0.9% |
| 30D | +1.6% | +0.8% | +0.8% | +1.5% |
| 3M | +5.8% | +64.8% | -59.0% | +4.7% |
| 6M | +14.3% | +19.0% | -4.7% | +13.7% |
| YTD | +27.3% | +25.9% | +1.4% | +26.5% |
| 1Y | +33.2% | -28.8% | +61.9% | +33.3% |
| 3Y | +64.5% | -29.6% | +94.1% | +60.9% |
| All | +81.6% | +213.8% | -132.1% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling