+4,732.3%
KO vs ES
+1,249.3%
+3,482.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +8.7% | +6.7% | +1.9% | +6.6% |
| 3M | +13.5% | +0.3% | +13.2% | +13.3% |
| 6M | +25.6% | +7.4% | +18.2% | +22.7% |
| YTD | +42.3% | +8.4% | +33.9% | +38.3% |
| 1Y | +39.9% | +0.6% | +39.2% | +38.5% |
| 3Y | +87.5% | +50.6% | +36.9% | +62.3% |
| 5Y | +99.1% | +4.8% | +94.2% | +90.8% |
| 10Y | +224.2% | +93.1% | +131.1% | +161.6% |
| All | +4,732.3% | +1,249.3% | +3,482.9% | +2,179.5% |
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