+107.9%
KO vs EXE
+187.5%
-79.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -0.8% | -2.7% | +1.9% | -0.6% |
| 30D | +0.8% | -0.4% | +1.2% | +0.8% |
| 3M | +8.3% | +9.5% | -1.2% | +7.8% |
| 6M | +14.0% | -9.3% | +23.4% | +14.6% |
| YTD | +26.9% | -10.9% | +37.8% | +27.5% |
| 1Y | +32.7% | +4.3% | +28.4% | +32.1% |
| 3Y | +63.9% | +18.8% | +45.1% | +61.3% |
| 5Y | +81.7% | +101.4% | -19.7% | +76.2% |
| All | +107.9% | +187.5% | -79.6% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling