+177.9%
KO vs EIX
+21.5%
+156.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +1.6% | -18.8% | +20.4% | +6.0% |
| 3M | +5.8% | -19.7% | +25.4% | +10.6% |
| 6M | +14.3% | -18.2% | +32.5% | +18.7% |
| YTD | +27.3% | -1.7% | +29.1% | +25.1% |
| 1Y | +33.2% | +7.8% | +25.4% | +27.2% |
| 3Y | +64.5% | -5.6% | +70.1% | +59.8% |
| 5Y | +83.1% | +23.7% | +59.4% | +61.4% |
| All | +177.9% | +21.5% | +156.4% | +129.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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