+81.6%
KO vs ETR
+123.2%
-41.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.7% |
| 7D | -1.1% | -1.9% | +0.8% | -0.6% |
| 30D | +1.6% | -0.2% | +1.8% | +1.6% |
| 3M | +5.8% | -3.7% | +9.5% | +6.8% |
| 6M | +14.3% | +2.1% | +12.2% | +13.2% |
| YTD | +27.3% | +16.5% | +10.9% | +21.1% |
| 1Y | +33.2% | +22.5% | +10.6% | +24.4% |
| 3Y | +64.5% | +144.7% | -80.2% | +17.2% |
| All | +81.6% | +123.2% | -41.5% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling