+639.3%
KO vs ELV
+2,378.1%
-1,738.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.7% |
| 7D | -0.8% | -2.2% | +1.4% | -0.3% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +8.3% | -6.1% | +14.4% | +9.4% |
| 6M | +14.0% | +42.8% | -28.8% | +5.4% |
| YTD | +26.9% | +14.4% | +12.5% | +22.0% |
| 1Y | +32.7% | +28.6% | +4.1% | +24.0% |
| 3Y | +63.9% | -7.4% | +71.4% | +61.7% |
| 5Y | +81.7% | +14.5% | +67.3% | +69.4% |
| 10Y | +183.0% | +257.4% | -74.4% | +102.2% |
| All | +639.3% | +2,378.1% | -1,738.8% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling