+81.7%
KO vs HAS
+10.8%
+70.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.8% | -4.8% | +4.1% | -0.3% |
| 30D | +0.8% | -5.1% | +5.9% | +1.3% |
| 3M | +8.3% | +6.4% | +1.9% | +7.6% |
| 6M | +14.0% | -5.6% | +19.7% | +14.5% |
| YTD | +26.9% | +11.0% | +15.9% | +25.0% |
| 1Y | +32.7% | +16.8% | +15.9% | +29.8% |
| 3Y | +63.9% | +44.0% | +19.9% | +55.2% |
| 5Y | +81.7% | +11.0% | +70.7% | +82.8% |
| All | +81.7% | +10.8% | +70.9% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling