+43.2%
KO vs ESI
+27.8%
+15.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +0.5% |
| 7D | +4.4% | -6.6% | +11.0% | +3.7% |
| 30D | +10.7% | -10.9% | +21.7% | +9.6% |
| 3M | +11.3% | -13.8% | +25.2% | +9.9% |
| 6M | +24.0% | -21.5% | +45.6% | +22.0% |
| YTD | +39.7% | +34.7% | +5.0% | +38.6% |
| 1Y | +43.2% | +24.9% | +18.3% | +42.7% |
| All | +43.2% | +27.8% | +15.4% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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