+222.7%
KO vs HAS
+99.1%
+123.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | +1.8% | +1.6% | +0.2% | +1.5% |
| 30D | +8.1% | +26.6% | -18.5% | +3.7% |
| 3M | +13.0% | +29.0% | -15.9% | +8.1% |
| 6M | +23.3% | +30.6% | -7.3% | +17.3% |
| YTD | +42.1% | +51.5% | -9.4% | +31.2% |
| 1Y | +39.9% | +58.5% | -18.6% | +28.1% |
| 3Y | +87.3% | +214.1% | -126.8% | +47.1% |
| 5Y | +99.3% | +50.2% | +49.0% | +79.9% |
| All | +222.7% | +99.1% | +123.6% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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