+32.7%
KO vs EMR
+19.4%
+13.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.7% |
| 7D | -1.8% | -1.5% | -0.3% | -1.9% |
| 30D | +1.4% | -5.6% | +7.0% | +1.0% |
| 3M | +15.4% | +7.9% | +7.4% | +16.1% |
| 6M | +14.3% | +6.0% | +8.2% | +14.7% |
| YTD | +27.7% | +16.4% | +11.2% | +28.5% |
| 1Y | +32.7% | +16.6% | +16.1% | +32.7% |
| All | +32.7% | +19.4% | +13.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling