+83.1%
KO vs EW
-29.2%
+112.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | +5.8% | +0.9% | +4.8% | +5.6% |
| 6M | +14.3% | +1.2% | +13.1% | +14.0% |
| YTD | +27.3% | +1.8% | +25.5% | +26.8% |
| 1Y | +33.2% | +10.8% | +22.3% | +31.5% |
| 3Y | +64.5% | +17.1% | +47.3% | +58.1% |
| 5Y | +83.1% | -28.2% | +111.3% | +85.5% |
| All | +83.1% | -29.2% | +112.3% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling