+81.6%
KO vs EMR
+62.5%
+19.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +1.6% | -9.4% | +11.0% | +2.3% |
| 3M | +5.8% | +8.6% | -2.8% | +4.8% |
| 6M | +14.3% | +6.7% | +7.6% | +13.3% |
| YTD | +27.3% | +13.1% | +14.3% | +24.9% |
| 1Y | +33.2% | +12.7% | +20.4% | +30.4% |
| 3Y | +64.5% | +58.1% | +6.4% | +48.4% |
| All | +81.6% | +62.5% | +19.1% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling