+4,250.2%
KO vs EMR
+4,021.7%
+228.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +0.4% | +3.1% | -2.7% | -0.4% |
| 30D | +1.5% | -3.5% | +5.0% | +2.4% |
| 3M | +11.8% | +9.8% | +2.0% | +8.4% |
| 6M | +16.2% | +10.8% | +5.4% | +11.8% |
| YTD | +28.1% | +15.9% | +12.1% | +21.0% |
| 1Y | +34.8% | +16.4% | +18.3% | +26.6% |
| 3Y | +65.5% | +62.1% | +3.4% | +37.3% |
| 5Y | +81.6% | +62.9% | +18.7% | +48.4% |
| 10Y | +176.7% | +267.8% | -91.0% | +69.4% |
| All | +4,250.2% | +4,021.7% | +228.5% | +833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling