+177.9%
KO vs EMB
+30.4%
+147.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.9% |
| 7D | -1.1% | -1.1% | 0.0% | -0.4% |
| 30D | +1.6% | -1.1% | +2.6% | +2.3% |
| 3M | +5.8% | -0.8% | +6.5% | +6.2% |
| 6M | +14.3% | -0.1% | +14.3% | +14.2% |
| YTD | +27.3% | +0.4% | +26.9% | +26.8% |
| 1Y | +33.2% | +3.3% | +29.9% | +30.1% |
| 3Y | +64.5% | +29.0% | +35.4% | +37.4% |
| 5Y | +83.1% | +6.3% | +76.8% | +78.9% |
| All | +177.9% | +30.4% | +147.4% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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