+82.6%
KO vs ESI
+67.8%
+14.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +0.2% | -4.6% | +4.9% | +0.4% |
| 30D | +1.8% | -10.5% | +12.3% | +2.2% |
| 3M | +7.7% | -19.8% | +27.5% | +8.4% |
| 6M | +15.3% | +5.8% | +9.4% | +13.5% |
| YTD | +28.0% | +38.3% | -10.3% | +23.0% |
| 1Y | +34.3% | +31.5% | +2.7% | +29.4% |
| 3Y | +63.8% | +80.7% | -16.9% | +48.0% |
| All | +82.6% | +67.8% | +14.8% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling