+4,224.1%
KO vs ETR
+4,347.5%
-123.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | -1.1% | -1.9% | +0.8% | -0.5% |
| 30D | +1.6% | -0.2% | +1.8% | +1.6% |
| 3M | +5.8% | -3.7% | +9.5% | +6.9% |
| 6M | +14.3% | +2.1% | +12.2% | +13.1% |
| YTD | +27.3% | +16.5% | +10.9% | +20.5% |
| 1Y | +33.2% | +22.5% | +10.6% | +23.7% |
| 3Y | +64.5% | +144.7% | -80.2% | +19.3% |
| 5Y | +83.1% | +125.2% | -42.1% | +35.4% |
| 10Y | +183.9% | +296.9% | -113.0% | +73.2% |
| All | +4,224.1% | +4,347.5% | -123.4% | +950.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling