+4,235.9%
KO vs HAS
+3,598.5%
+637.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.8% | -1.8% | 0.0% | -1.5% |
| 30D | +1.4% | +2.3% | -0.8% | +1.0% |
| 3M | +15.4% | +10.4% | +5.0% | +13.4% |
| 6M | +14.3% | -3.2% | +17.5% | +14.4% |
| YTD | +27.7% | +15.4% | +12.3% | +24.0% |
| 1Y | +32.7% | +18.8% | +13.9% | +28.1% |
| 3Y | +62.2% | +43.9% | +18.3% | +49.1% |
| 5Y | +80.0% | +13.9% | +66.1% | +69.6% |
| 10Y | +175.6% | +56.4% | +119.2% | +137.3% |
| All | +4,235.9% | +3,598.5% | +637.4% | +1,601.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling