+32.7%
KO vs EW
+11.0%
+21.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -1.8% | -0.3% | -1.4% | -1.7% |
| 30D | +1.4% | +1.0% | +0.4% | +1.3% |
| 3M | +15.4% | +2.8% | +12.6% | +15.2% |
| 6M | +14.3% | +5.5% | +8.8% | +13.9% |
| YTD | +27.7% | +5.5% | +22.2% | +26.8% |
| 1Y | +32.7% | +11.0% | +21.7% | +29.2% |
| All | +32.7% | +11.0% | +21.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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