+4,235.9%
KO vs ES
+1,243.3%
+2,992.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +1.4% | -2.0% | +3.4% | +2.0% |
| 3M | +15.4% | +1.7% | +13.7% | +14.8% |
| 6M | +14.3% | -3.5% | +17.8% | +15.2% |
| YTD | +27.7% | +7.9% | +19.8% | +24.4% |
| 1Y | +32.7% | +17.2% | +15.5% | +25.5% |
| 3Y | +62.2% | +29.3% | +32.9% | +46.8% |
| 5Y | +80.0% | -5.7% | +85.7% | +78.0% |
| 10Y | +175.6% | +85.2% | +90.4% | +125.0% |
| All | +4,235.9% | +1,243.3% | +2,992.6% | +1,949.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling