+658.4%
KO vs EXPE
+776.5%
-118.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.9% | +8.2% | +1.3% |
| 7D | +0.4% | -9.8% | +10.2% | +1.6% |
| 30D | +1.5% | -11.5% | +13.0% | +2.9% |
| 3M | +11.8% | +21.7% | -9.9% | +8.9% |
| 6M | +16.2% | +10.4% | +5.8% | +14.2% |
| YTD | +28.1% | -2.5% | +30.6% | +27.0% |
| 1Y | +34.8% | +27.3% | +7.4% | +28.6% |
| 3Y | +65.5% | +153.5% | -88.0% | +40.6% |
| 5Y | +81.6% | +91.1% | -9.5% | +55.5% |
| 10Y | +176.7% | +153.1% | +23.6% | +115.1% |
| All | +658.4% | +776.5% | -118.1% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling