+177.9%
KO vs ES
+83.3%
+94.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -1.1% | -3.5% | +2.4% | +0.3% |
| 30D | +1.6% | -3.0% | +4.6% | +2.7% |
| 3M | +5.8% | -0.3% | +6.0% | +5.8% |
| 6M | +14.3% | -5.2% | +19.4% | +16.3% |
| YTD | +27.3% | +4.8% | +22.5% | +24.3% |
| 1Y | +33.2% | +12.7% | +20.5% | +25.0% |
| 3Y | +64.5% | +27.5% | +37.0% | +43.3% |
| 5Y | +83.1% | -4.7% | +87.8% | +80.3% |
| All | +177.9% | +83.3% | +94.6% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling