+716.3%
KO vs EW
+6,723.9%
-6,007.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +0.8% |
| 7D | +0.4% | -4.4% | +4.8% | +1.0% |
| 30D | +1.5% | -3.3% | +4.8% | +2.0% |
| 3M | +11.8% | +1.0% | +10.8% | +11.6% |
| 6M | +16.2% | +6.2% | +10.0% | +15.0% |
| YTD | +28.1% | +1.7% | +26.4% | +27.4% |
| 1Y | +34.8% | +8.1% | +26.6% | +32.7% |
| 3Y | +65.5% | +17.1% | +48.4% | +57.7% |
| 5Y | +81.6% | -29.4% | +110.9% | +84.1% |
| 10Y | +176.7% | +121.7% | +55.0% | +135.2% |
| All | +716.3% | +6,723.9% | -6,007.6% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling