+177.9%
KO vs EAT
+379.9%
-202.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.1% | -6.2% | +5.1% | -0.6% |
| 30D | +1.6% | -3.0% | +4.6% | +1.7% |
| 3M | +5.8% | +45.6% | -39.9% | +2.3% |
| 6M | +14.3% | +53.5% | -39.3% | +9.7% |
| YTD | +27.3% | +49.6% | -22.3% | +22.3% |
| 1Y | +33.2% | +38.9% | -5.7% | +28.4% |
| 3Y | +64.5% | +589.7% | -525.2% | +33.7% |
| 5Y | +83.1% | +318.7% | -235.5% | +52.6% |
| All | +177.9% | +379.9% | -202.0% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling