+700.0%
KO vs ET
+1,451.4%
-751.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | +1.6% | +4.6% | -3.0% | +1.0% |
| 3M | +5.8% | +16.0% | -10.3% | +3.9% |
| 6M | +14.3% | +22.8% | -8.5% | +11.5% |
| YTD | +27.3% | +38.9% | -11.5% | +22.5% |
| 1Y | +33.2% | +34.1% | -0.9% | +28.6% |
| 3Y | +64.5% | +98.8% | -34.3% | +50.7% |
| 5Y | +83.1% | +246.8% | -163.7% | +56.2% |
| 10Y | +183.9% | +174.4% | +9.5% | +138.1% |
| All | +700.0% | +1,451.4% | -751.4% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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