+81.6%
KO vs ELV
+24.4%
+57.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.5% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +1.6% | +7.2% | -5.6% | +0.5% |
| 3M | +5.8% | +3.4% | +2.3% | +5.0% |
| 6M | +14.3% | +48.6% | -34.3% | +7.3% |
| YTD | +27.3% | +20.6% | +6.7% | +22.7% |
| 1Y | +33.2% | +38.5% | -5.3% | +24.7% |
| 3Y | +64.5% | -2.4% | +66.9% | +63.2% |
| All | +81.6% | +24.4% | +57.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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