+33.2%
KO vs ES
+12.7%
+20.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -1.1% | -3.5% | +2.4% | -0.5% |
| 30D | +1.6% | -3.0% | +4.6% | +2.1% |
| 3M | +5.8% | -0.3% | +6.0% | +6.2% |
| 6M | +14.3% | -5.2% | +19.4% | +15.1% |
| YTD | +27.3% | +4.8% | +22.5% | +27.3% |
| 1Y | +33.2% | +12.7% | +20.5% | +33.1% |
| All | +33.2% | +12.7% | +20.5% | +33.1% |
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