+177.9%
KO vs ESI
+310.7%
-132.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.8% |
| 7D | -1.1% | -2.3% | +1.2% | -0.9% |
| 30D | +1.6% | -9.0% | +10.6% | +2.5% |
| 3M | +5.8% | -13.3% | +19.0% | +6.8% |
| 6M | +14.3% | +5.3% | +9.0% | +11.8% |
| YTD | +27.3% | +37.6% | -10.3% | +19.5% |
| 1Y | +33.2% | +33.6% | -0.4% | +25.1% |
| 3Y | +64.5% | +75.8% | -11.3% | +44.6% |
| 5Y | +83.1% | +68.6% | +14.5% | +59.4% |
| All | +177.9% | +310.7% | -132.8% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling