+96.8%
KO vs EXPD
+61.0%
+35.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | +0.2% | -5.5% | +5.7% | +0.9% |
| 30D | +9.1% | -1.9% | +11.0% | +9.2% |
| 3M | +11.0% | +6.1% | +4.9% | +10.0% |
| 6M | +24.0% | +21.6% | +2.4% | +20.6% |
| YTD | +40.0% | +27.9% | +12.1% | +34.6% |
| 1Y | +39.7% | +39.4% | +0.3% | +32.3% |
| 3Y | +84.8% | +72.7% | +12.1% | +65.7% |
| 5Y | +96.8% | +60.3% | +36.5% | +80.4% |
| All | +96.8% | +61.0% | +35.8% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling