+168.4%
KO vs SEI
+608.3%
-439.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.5% |
| 7D | -1.1% | +20.7% | -21.8% | -1.7% |
| 30D | +1.6% | +9.1% | -7.6% | +1.2% |
| 3M | +5.8% | -6.0% | +11.7% | +5.6% |
| 6M | +14.3% | +18.9% | -4.7% | +12.9% |
| YTD | +27.3% | +40.1% | -12.8% | +24.6% |
| 1Y | +33.2% | +120.6% | -87.5% | +27.0% |
| 3Y | +64.5% | +562.1% | -497.7% | +39.8% |
| 5Y | +83.1% | +954.5% | -871.3% | +44.4% |
| All | +168.4% | +608.3% | -439.9% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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