+183.0%
KO vs EXPD
+316.4%
-133.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -0.8% | +1.2% | -1.9% | -1.1% |
| 30D | +0.8% | +5.2% | -4.4% | -0.4% |
| 3M | +8.3% | +13.2% | -4.9% | +5.0% |
| 6M | +14.0% | +30.3% | -16.3% | +6.7% |
| YTD | +26.9% | +27.0% | -0.1% | +18.7% |
| 1Y | +32.7% | +57.3% | -24.6% | +16.9% |
| 3Y | +63.9% | +70.0% | -6.1% | +38.6% |
| 5Y | +81.7% | +61.6% | +20.1% | +53.3% |
| 10Y | +183.0% | +321.1% | -138.1% | +79.6% |
| All | +183.0% | +316.4% | -133.4% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling