+81.6%
KO vs EOSE
-69.7%
+151.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.3% |
| 7D | -1.1% | +14.0% | -15.1% | -1.2% |
| 30D | +1.6% | -5.9% | +7.5% | +1.6% |
| 3M | +5.8% | -34.3% | +40.0% | +5.9% |
| 6M | +14.3% | -37.8% | +52.0% | +14.3% |
| YTD | +27.3% | -65.2% | +92.5% | +27.7% |
| 1Y | +33.2% | -41.9% | +75.1% | +32.5% |
| 3Y | +64.5% | +44.6% | +19.9% | +59.2% |
| All | +81.6% | -69.7% | +151.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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