+661.6%
KO vs EXEL
+264.7%
+396.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +1.5% | +6.7% | -5.2% | +1.1% |
| 3M | +11.8% | +11.5% | +0.3% | +11.1% |
| 6M | +16.2% | +38.8% | -22.6% | +14.1% |
| YTD | +28.1% | +31.6% | -3.5% | +26.0% |
| 1Y | +34.8% | +53.0% | -18.3% | +31.3% |
| 3Y | +65.5% | +160.8% | -95.4% | +55.7% |
| 5Y | +81.6% | +190.1% | -108.5% | +69.0% |
| 10Y | +176.7% | +367.0% | -190.2% | +143.9% |
| All | +661.6% | +264.7% | +396.9% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling