+136.4%
KO vs EQX
+232.0%
-95.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | +0.2% | -3.2% | +3.5% | +0.3% |
| 30D | +1.8% | +7.8% | -5.9% | +1.6% |
| 3M | +7.7% | +21.3% | -13.7% | +7.0% |
| 6M | +15.3% | -22.4% | +37.7% | +15.9% |
| YTD | +28.0% | -11.3% | +39.3% | +27.9% |
| 1Y | +34.3% | +13.5% | +20.8% | +32.7% |
| 3Y | +63.8% | +162.1% | -98.4% | +54.5% |
| 5Y | +84.1% | +84.2% | -0.1% | +72.8% |
| All | +136.4% | +232.0% | -95.6% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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