+32.7%
KO vs EXEL
+59.2%
-26.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.8% | +8.4% | -10.1% | -2.2% |
| 30D | +1.4% | +4.1% | -2.6% | +1.1% |
| 3M | +15.4% | +12.4% | +3.0% | +14.6% |
| 6M | +14.3% | +41.5% | -27.3% | +12.2% |
| YTD | +27.7% | +34.6% | -7.0% | +25.5% |
| 1Y | +32.7% | +57.9% | -25.2% | +26.8% |
| All | +32.7% | +59.2% | -26.5% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling