+148.2%
KO vs SE
+562.7%
-414.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -1.1% | -4.8% | +3.7% | -0.9% |
| 30D | +1.6% | -18.1% | +19.7% | +2.4% |
| 3M | +5.8% | +30.6% | -24.9% | +4.4% |
| 6M | +14.3% | +20.8% | -6.5% | +13.0% |
| YTD | +27.3% | -15.6% | +42.9% | +27.7% |
| 1Y | +33.2% | -44.2% | +77.4% | +36.0% |
| 3Y | +64.5% | +181.5% | -117.1% | +52.7% |
| 5Y | +83.1% | -66.9% | +150.0% | +87.1% |
| All | +148.2% | +562.7% | -414.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling