+266.8%
KO vs ENPH
+389.6%
-122.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.8% |
| 7D | -0.8% | +3.4% | -4.2% | -0.9% |
| 30D | +0.8% | -10.3% | +11.0% | +1.0% |
| 3M | +8.3% | -31.4% | +39.7% | +9.1% |
| 6M | +14.0% | -10.1% | +24.2% | +13.7% |
| YTD | +26.9% | +14.6% | +12.3% | +25.4% |
| 1Y | +32.7% | -3.2% | +35.9% | +31.5% |
| 3Y | +63.9% | -69.5% | +133.4% | +65.5% |
| 5Y | +81.7% | -77.2% | +159.0% | +83.0% |
| 10Y | +183.0% | +1,940.0% | -1,757.0% | +150.1% |
| All | +266.8% | +389.6% | -122.8% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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