+177.9%
KO vs ETR
+298.4%
-120.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.9% |
| 7D | -1.1% | -1.9% | +0.8% | -0.4% |
| 30D | +1.6% | -0.2% | +1.8% | +1.6% |
| 3M | +5.8% | -3.7% | +9.5% | +7.1% |
| 6M | +14.3% | +2.1% | +12.2% | +12.7% |
| YTD | +27.3% | +16.5% | +10.9% | +18.8% |
| 1Y | +33.2% | +22.5% | +10.6% | +21.4% |
| 3Y | +64.5% | +144.7% | -80.2% | +7.8% |
| 5Y | +83.1% | +125.2% | -42.1% | +22.8% |
| All | +177.9% | +298.4% | -120.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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