+81.6%
KO vs HIG
+116.8%
-35.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.5% |
| 30D | +1.6% | -1.2% | +2.8% | +1.9% |
| 3M | +5.8% | +6.3% | -0.5% | +3.9% |
| 6M | +14.3% | +0.6% | +13.7% | +13.8% |
| YTD | +27.3% | +0.6% | +26.7% | +26.7% |
| 1Y | +33.2% | +6.1% | +27.1% | +30.4% |
| 3Y | +64.5% | +102.0% | -37.5% | +31.5% |
| All | +81.6% | +116.8% | -35.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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