+179.3%
KO vs ETN
+730.7%
-551.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | -0.2% |
| 7D | +0.2% | +3.5% | -3.3% | -0.4% |
| 30D | +1.8% | -7.5% | +9.3% | +3.1% |
| 3M | +7.7% | +8.3% | -0.7% | +5.2% |
| 6M | +15.3% | +20.2% | -4.9% | +9.5% |
| YTD | +28.0% | +34.7% | -6.7% | +18.4% |
| 1Y | +34.3% | +19.4% | +14.8% | +26.8% |
| 3Y | +63.8% | +85.5% | -21.7% | +30.8% |
| 5Y | +84.1% | +186.6% | -102.5% | +24.6% |
| All | +179.3% | +730.7% | -551.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling