+81.6%
KO vs ETN
+174.5%
-92.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -1.1% | +3.0% | -4.1% | -1.1% |
| 30D | +1.6% | -10.9% | +12.5% | +1.7% |
| 3M | +5.8% | +9.2% | -3.5% | +5.2% |
| 6M | +14.3% | +13.9% | +0.4% | +13.1% |
| YTD | +27.3% | +29.5% | -2.2% | +25.0% |
| 1Y | +33.2% | +14.2% | +19.0% | +31.5% |
| 3Y | +64.5% | +79.9% | -15.4% | +45.5% |
| All | +81.6% | +174.5% | -92.9% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling