+33.6%
KO vs EXEL
+52.0%
-18.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.4% |
| 7D | -1.1% | -2.9% | +1.8% | -0.9% |
| 30D | +1.6% | +11.9% | -10.3% | +0.9% |
| 3M | +5.8% | +9.2% | -3.5% | +5.2% |
| 6M | +14.3% | +39.1% | -24.8% | +12.3% |
| YTD | +27.3% | +31.0% | -3.7% | +25.3% |
| All | +33.6% | +52.0% | -18.4% | +29.3% |
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