+1,480.8%
KO vs EME
+60,670.1%
-59,189.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +1.6% | -8.4% | +10.0% | +2.5% |
| 3M | +5.8% | -3.6% | +9.4% | +5.5% |
| 6M | +14.3% | +3.6% | +10.7% | +12.7% |
| YTD | +27.3% | +22.5% | +4.8% | +22.5% |
| 1Y | +33.2% | +18.2% | +15.0% | +27.9% |
| 3Y | +64.5% | +238.4% | -173.9% | +33.0% |
| 5Y | +83.1% | +550.5% | -467.4% | +33.3% |
| 10Y | +183.9% | +1,295.3% | -1,111.4% | +81.5% |
| All | +1,480.8% | +60,670.1% | -59,189.3% | +681.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling