+83.1%
KO vs SE
-67.4%
+150.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.3% |
| 7D | -1.1% | -4.8% | +3.7% | -1.0% |
| 30D | +1.6% | -18.1% | +19.7% | +1.9% |
| 3M | +5.8% | +30.6% | -24.9% | +5.2% |
| 6M | +14.3% | +20.8% | -6.5% | +13.8% |
| YTD | +27.3% | -15.6% | +42.9% | +27.5% |
| 1Y | +33.2% | -44.2% | +77.4% | +34.5% |
| 3Y | +64.5% | +181.5% | -117.1% | +58.0% |
| 5Y | +83.1% | -66.9% | +150.0% | +72.4% |
| All | +83.1% | -67.4% | +150.5% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling