+874.0%
KO vs HIG
+989.6%
-115.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.8% |
| 30D | +1.6% | -1.2% | +2.8% | +1.7% |
| 3M | +5.8% | +6.3% | -0.5% | +5.0% |
| 6M | +14.3% | +0.6% | +13.7% | +14.1% |
| YTD | +27.3% | +0.6% | +26.7% | +27.1% |
| 1Y | +33.2% | +6.1% | +27.1% | +32.1% |
| 3Y | +64.5% | +102.0% | -37.5% | +51.3% |
| 5Y | +83.1% | +119.2% | -36.1% | +66.4% |
| 10Y | +183.9% | +312.5% | -128.5% | +136.8% |
| All | +874.0% | +989.6% | -115.6% | +356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling