+177.9%
KO vs EEM
+130.4%
+47.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | -1.1% | -0.7% | -0.4% | -0.9% |
| 30D | +1.6% | +2.4% | -0.8% | +0.8% |
| 3M | +5.8% | +4.2% | +1.6% | +3.9% |
| 6M | +14.3% | +14.8% | -0.5% | +8.2% |
| YTD | +27.3% | +23.1% | +4.2% | +17.6% |
| 1Y | +33.2% | +32.5% | +0.6% | +19.7% |
| 3Y | +64.5% | +85.9% | -21.4% | +29.7% |
| 5Y | +83.1% | +43.6% | +39.6% | +58.3% |
| All | +177.9% | +130.4% | +47.5% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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