+4,235.9%
KO vs EXPD
+30,859.1%
-26,623.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.8% | -1.1% | -0.6% | -1.6% |
| 30D | +1.4% | +4.1% | -2.6% | +0.9% |
| 3M | +15.4% | +17.9% | -2.5% | +12.7% |
| 6M | +14.3% | +29.2% | -15.0% | +10.1% |
| YTD | +27.7% | +27.4% | +0.3% | +22.8% |
| 1Y | +32.7% | +56.8% | -24.1% | +23.9% |
| 3Y | +62.2% | +68.0% | -5.8% | +48.9% |
| 5Y | +80.0% | +61.9% | +18.1% | +64.7% |
| 10Y | +175.6% | +316.0% | -140.4% | +121.8% |
| All | +4,235.9% | +30,859.1% | -26,623.2% | +2,380.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling