+62.9%
KO vs EXPE
+153.4%
-90.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | -1.1% | -8.7% | +7.6% | -0.9% |
| 30D | +1.6% | -13.6% | +15.2% | +1.8% |
| 3M | +5.8% | +26.6% | -20.9% | +5.7% |
| 6M | +14.3% | +19.9% | -5.7% | +14.2% |
| YTD | +27.3% | -1.7% | +29.0% | +27.7% |
| 1Y | +33.2% | +29.4% | +3.7% | +32.3% |
| All | +62.9% | +153.4% | -90.5% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling