+81.6%
KO vs EXE
+102.0%
-20.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | +1.6% | -0.8% | +2.4% | +1.6% |
| 3M | +5.8% | +10.0% | -4.3% | +5.1% |
| 6M | +14.3% | -6.3% | +20.6% | +14.6% |
| YTD | +27.3% | -10.7% | +38.0% | +28.0% |
| 1Y | +33.2% | +2.7% | +30.5% | +32.7% |
| 3Y | +64.5% | +19.1% | +45.4% | +61.5% |
| All | +81.6% | +102.0% | -20.4% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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