+169.8%
KO vs EQH
+234.7%
-64.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | +1.8% | +2.8% | -1.0% | +1.2% |
| 3M | +7.7% | +23.1% | -15.4% | +3.3% |
| 6M | +15.3% | +41.4% | -26.1% | +7.2% |
| YTD | +28.0% | +14.3% | +13.7% | +23.7% |
| 1Y | +34.3% | +1.6% | +32.7% | +32.6% |
| 3Y | +63.8% | +102.7% | -38.9% | +33.9% |
| 5Y | +84.1% | +104.5% | -20.5% | +46.2% |
| All | +169.8% | +234.7% | -64.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling