+687.8%
KO vs HDB
+3,694.0%
-3,006.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.8% |
| 7D | +0.4% | -2.0% | +2.5% | +0.7% |
| 30D | +1.5% | -4.9% | +6.4% | +2.3% |
| 3M | +11.8% | -2.3% | +14.1% | +11.9% |
| 6M | +16.2% | -23.7% | +39.9% | +20.9% |
| YTD | +28.1% | -38.5% | +66.6% | +38.0% |
| 1Y | +34.8% | -36.5% | +71.2% | +44.3% |
| 3Y | +65.5% | -28.5% | +93.9% | +71.8% |
| 5Y | +81.6% | -37.4% | +118.9% | +90.5% |
| 10Y | +176.7% | +34.0% | +142.7% | +148.8% |
| All | +687.8% | +3,694.0% | -3,006.2% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling