+81.7%
KO vs ES
-4.5%
+86.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.8% | -1.0% | +1.8% | +1.1% |
| 3M | +8.3% | +1.5% | +6.8% | +7.9% |
| 6M | +14.0% | -3.5% | +17.5% | +15.1% |
| YTD | +26.9% | +7.0% | +19.9% | +23.9% |
| 1Y | +32.7% | +15.3% | +17.4% | +25.3% |
| 3Y | +63.9% | +30.2% | +33.7% | +46.2% |
| 5Y | +81.7% | -4.3% | +86.0% | +82.7% |
| All | +81.7% | -4.5% | +86.3% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling