+32.7%
KO vs ES
+16.6%
+16.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | +1.4% | -2.0% | +3.4% | +1.8% |
| 3M | +15.4% | +1.7% | +13.7% | +15.4% |
| 6M | +14.3% | -3.5% | +17.8% | +14.6% |
| YTD | +27.7% | +7.9% | +19.8% | +27.0% |
| 1Y | +32.7% | +17.2% | +15.5% | +31.0% |
| All | +32.7% | +16.6% | +16.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling