+83.1%
KO vs EMB
+6.1%
+77.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.6% |
| 30D | +1.6% | -1.1% | +2.6% | +2.0% |
| 3M | +5.8% | -0.8% | +6.5% | +6.1% |
| 6M | +14.3% | -0.1% | +14.3% | +14.2% |
| YTD | +27.3% | +0.4% | +26.9% | +27.0% |
| 1Y | +33.2% | +3.3% | +29.9% | +31.2% |
| 3Y | +64.5% | +29.0% | +35.4% | +46.6% |
| 5Y | +83.1% | +6.3% | +76.8% | +82.8% |
| All | +83.1% | +6.1% | +77.0% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling