+81.6%
KO vs EME
+547.5%
-465.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -1.1% | +0.9% | -2.0% | -1.1% |
| 30D | +1.6% | -8.4% | +10.0% | +1.4% |
| 3M | +5.8% | -3.6% | +9.4% | +5.7% |
| 6M | +14.3% | +3.6% | +10.7% | +14.0% |
| YTD | +27.3% | +22.5% | +4.8% | +26.7% |
| 1Y | +33.2% | +18.2% | +15.0% | +32.2% |
| 3Y | +64.5% | +238.4% | -173.9% | +41.5% |
| All | +81.6% | +547.5% | -465.9% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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