+43.2%
KO vs ETHA
-31.0%
+74.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.7% | +1.3% |
| 7D | +4.4% | +2.1% | +2.3% | +4.5% |
| 30D | +10.7% | -10.7% | +21.4% | +10.4% |
| 3M | +11.3% | +29.0% | -17.6% | +12.4% |
| 6M | +24.0% | +2.7% | +21.4% | +24.5% |
| YTD | +39.7% | -18.7% | +58.3% | +39.3% |
| 1Y | +43.2% | -24.8% | +68.1% | +42.9% |
| All | +43.2% | -31.0% | +74.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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