+33.6%
KO vs EWT
+82.2%
-48.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | -0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -1.3% |
| 30D | +1.6% | +4.8% | -3.2% | +2.3% |
| 3M | +5.8% | +11.1% | -5.4% | +7.4% |
| 6M | +14.3% | +54.6% | -40.3% | +16.1% |
| YTD | +27.3% | +71.4% | -44.1% | +32.5% |
| All | +33.6% | +82.2% | -48.7% | +39.5% |
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