+148.9%
KO vs SE
+589.8%
-440.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -1.8% | -6.1% | +4.3% | -1.5% |
| 30D | +1.4% | -2.5% | +3.9% | +1.5% |
| 3M | +15.4% | +21.7% | -6.3% | +14.2% |
| 6M | +14.3% | +27.0% | -12.7% | +12.8% |
| YTD | +27.7% | -12.1% | +39.8% | +27.8% |
| 1Y | +32.7% | -40.9% | +73.6% | +35.1% |
| 3Y | +62.2% | +191.0% | -128.8% | +50.4% |
| 5Y | +80.0% | -68.3% | +148.3% | +84.8% |
| All | +148.9% | +589.8% | -440.9% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling