+4,815.5%
KO vs HAS
+4,718.5%
+97.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | +3.7% | +1.4% | +2.4% | +3.5% |
| 30D | +8.1% | +26.3% | -18.1% | +4.0% |
| 3M | +14.2% | +25.6% | -11.4% | +9.9% |
| 6M | +25.2% | +30.3% | -5.0% | +19.6% |
| YTD | +44.7% | +50.4% | -5.6% | +34.6% |
| 1Y | +43.4% | +57.7% | -14.4% | +32.2% |
| 3Y | +90.1% | +213.4% | -123.3% | +53.8% |
| 5Y | +103.0% | +49.1% | +53.9% | +83.0% |
| 10Y | +229.8% | +98.5% | +131.3% | +173.0% |
| All | +4,815.5% | +4,718.5% | +97.0% | +1,746.6% |
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