+168.4%
KO vs EQH
+230.1%
-61.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | +1.6% | +2.4% | -0.9% | +1.0% |
| 3M | +5.8% | +26.3% | -20.6% | +0.9% |
| 6M | +14.3% | +35.8% | -21.5% | +7.1% |
| YTD | +27.3% | +12.7% | +14.6% | +23.4% |
| 1Y | +33.2% | +2.5% | +30.7% | +31.2% |
| 3Y | +64.5% | +98.6% | -34.2% | +35.0% |
| 5Y | +83.1% | +101.7% | -18.6% | +45.8% |
| All | +168.4% | +230.1% | -61.7% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling