+4,210.3%
KO vs ENB
+11,813.6%
-7,603.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +0.8% | -1.1% | +1.9% | +1.0% |
| 3M | +8.3% | -8.5% | +16.8% | +10.2% |
| 6M | +14.0% | -4.5% | +18.6% | +15.0% |
| YTD | +26.9% | +9.1% | +17.8% | +24.4% |
| 1Y | +32.7% | +8.0% | +24.7% | +30.3% |
| 3Y | +63.9% | +77.8% | -13.9% | +45.2% |
| 5Y | +81.7% | +69.4% | +12.3% | +61.8% |
| 10Y | +183.0% | +100.5% | +82.5% | +138.1% |
| All | +4,210.3% | +11,813.6% | -7,603.3% | +2,401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling