+33.6%
KO vs EW
+10.9%
+22.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.1% | -3.4% | +2.2% | -0.8% |
| 30D | +1.6% | -7.4% | +8.9% | +2.2% |
| 3M | +5.8% | +0.9% | +4.8% | +5.9% |
| 6M | +14.3% | +1.2% | +13.1% | +14.4% |
| YTD | +27.3% | +1.8% | +25.5% | +26.9% |
| All | +33.6% | +10.9% | +22.7% | +30.4% |
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