+43.2%
KO vs EWT
+54.0%
-10.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.9% |
| 7D | +4.4% | -10.9% | +15.3% | +2.5% |
| 30D | +10.7% | -17.7% | +28.5% | +7.5% |
| 3M | +11.3% | -5.0% | +16.4% | +10.4% |
| 6M | +24.0% | +7.4% | +16.7% | +23.0% |
| YTD | +39.7% | +52.8% | -13.1% | +39.9% |
| 1Y | +43.2% | +55.2% | -12.0% | +43.9% |
| All | +43.2% | +54.0% | -10.8% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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