+143.2%
KO vs ESTC
+31.2%
+112.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | -1.8% | -8.1% | +6.3% | -1.6% |
| 30D | +1.4% | +31.7% | -30.3% | +0.8% |
| 3M | +15.4% | +41.1% | -25.7% | +14.4% |
| 6M | +14.3% | +77.1% | -62.8% | +12.6% |
| YTD | +27.7% | +21.7% | +6.0% | +27.0% |
| 1Y | +32.7% | +8.4% | +24.3% | +32.3% |
| 3Y | +62.2% | +23.6% | +38.6% | +58.0% |
| 5Y | +80.0% | -46.5% | +126.5% | +79.6% |
| All | +143.2% | +31.2% | +112.0% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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