+43.1%
KO vs ETHA
-30.2%
+73.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.1% | -2.4% | +1.3% | -1.2% |
| 30D | +1.6% | +30.9% | -29.3% | +2.2% |
| 3M | +5.8% | +51.1% | -45.4% | +6.8% |
| 6M | +14.3% | +20.5% | -6.2% | +15.0% |
| YTD | +27.3% | -17.3% | +44.6% | +27.3% |
| 1Y | +33.2% | -43.2% | +76.4% | +32.6% |
| All | +43.1% | -30.2% | +73.3% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling