+678.7%
KO vs ICE
+2,260.0%
-1,581.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +0.8% | +4.0% | -3.2% | +0.1% |
| 3M | +8.3% | +11.0% | -2.6% | +6.3% |
| 6M | +14.0% | -5.0% | +19.0% | +14.8% |
| YTD | +26.9% | -2.7% | +29.6% | +26.9% |
| 1Y | +32.7% | -8.6% | +41.3% | +34.1% |
| 3Y | +63.9% | +41.4% | +22.6% | +52.9% |
| 5Y | +81.7% | +39.9% | +41.9% | +68.7% |
| 10Y | +183.0% | +214.9% | -31.9% | +129.9% |
| All | +678.7% | +2,260.0% | -1,581.2% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling