+81.6%
KO vs ICE
+39.0%
+42.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | -1.1% | -5.3% | +4.2% | +0.2% |
| 30D | +1.6% | +3.0% | -1.5% | +0.8% |
| 3M | +5.8% | +11.4% | -5.7% | +3.0% |
| 6M | +14.3% | -2.0% | +16.3% | +14.5% |
| YTD | +27.3% | -3.1% | +30.4% | +27.2% |
| 1Y | +33.2% | -8.4% | +41.5% | +35.0% |
| 3Y | +64.5% | +40.7% | +23.7% | +47.2% |
| All | +81.6% | +39.0% | +42.6% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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