+81.6%
KO vs EIX
+22.6%
+59.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | +1.6% | -18.8% | +20.4% | +5.2% |
| 3M | +5.8% | -19.7% | +25.4% | +9.7% |
| 6M | +14.3% | -18.2% | +32.5% | +17.9% |
| YTD | +27.3% | -1.7% | +29.1% | +25.2% |
| 1Y | +33.2% | +7.8% | +25.4% | +27.8% |
| 3Y | +64.5% | -5.6% | +70.1% | +60.0% |
| All | +81.6% | +22.6% | +59.1% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling