+532.4%
KO vs EWT
+573.9%
-41.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.8% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | +1.6% | +4.8% | -3.2% | +0.5% |
| 3M | +5.8% | +11.1% | -5.4% | +2.8% |
| 6M | +14.3% | +54.6% | -40.3% | +2.9% |
| YTD | +27.3% | +71.4% | -44.1% | +12.0% |
| 1Y | +33.2% | +82.1% | -48.9% | +15.3% |
| 3Y | +64.5% | +193.2% | -128.8% | +26.1% |
| 5Y | +83.1% | +146.1% | -63.0% | +45.1% |
| 10Y | +183.9% | +505.0% | -321.1% | +81.8% |
| All | +532.4% | +573.9% | -41.6% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling