+178.8%
KO vs ELF
+334.6%
-155.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +1.5% | +5.9% | -4.4% | +1.1% |
| 3M | +11.8% | +99.5% | -87.7% | +7.5% |
| 6M | +16.2% | +26.5% | -10.3% | +14.3% |
| YTD | +28.1% | +37.2% | -9.1% | +25.1% |
| 1Y | +34.8% | -24.4% | +59.2% | +35.2% |
| 3Y | +65.5% | -23.3% | +88.8% | +60.5% |
| 5Y | +81.6% | +245.2% | -163.6% | +48.6% |
| All | +178.8% | +334.6% | -155.9% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling