+83.1%
KO vs HDB
-38.6%
+121.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.1% | -6.2% | +5.1% | -0.4% |
| 30D | +1.6% | -6.2% | +7.8% | +2.2% |
| 3M | +5.8% | -5.9% | +11.6% | +6.2% |
| 6M | +14.3% | -25.9% | +40.2% | +17.8% |
| YTD | +27.3% | -40.2% | +67.5% | +34.6% |
| 1Y | +33.2% | -38.0% | +71.2% | +40.1% |
| 3Y | +64.5% | -30.5% | +95.0% | +70.1% |
| 5Y | +83.1% | -38.1% | +121.2% | +86.0% |
| All | +83.1% | -38.6% | +121.7% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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