+4,732.3%
KO vs EXPD
+31,808.5%
-27,076.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.3% |
| 7D | +1.8% | -1.6% | +3.4% | +2.0% |
| 30D | +8.7% | +0.6% | +8.1% | +8.5% |
| 3M | +13.5% | +9.8% | +3.7% | +11.9% |
| 6M | +25.6% | +25.8% | -0.2% | +21.5% |
| YTD | +42.3% | +31.3% | +11.0% | +36.2% |
| 1Y | +39.9% | +40.9% | -1.1% | +32.6% |
| 3Y | +87.5% | +74.7% | +12.8% | +71.1% |
| 5Y | +99.1% | +62.9% | +36.2% | +82.0% |
| 10Y | +224.2% | +334.3% | -110.1% | +159.3% |
| All | +4,732.3% | +31,808.5% | -27,076.2% | +2,650.4% |
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 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