+82.6%
KO vs ENB
+61.6%
+21.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +0.2% | -4.7% | +4.9% | +1.7% |
| 30D | +1.8% | -5.9% | +7.7% | +3.6% |
| 3M | +7.7% | -14.2% | +21.9% | +12.6% |
| 6M | +15.3% | -8.6% | +23.8% | +18.0% |
| YTD | +28.0% | +3.9% | +24.1% | +25.5% |
| 1Y | +34.3% | +1.8% | +32.5% | +32.5% |
| 3Y | +63.8% | +68.5% | -4.7% | +36.8% |
| All | +82.6% | +61.6% | +21.0% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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