+32.7%
KO vs HL
+134.7%
-102.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.9% |
| 7D | -1.8% | +1.5% | -3.2% | -1.7% |
| 30D | +1.4% | +25.1% | -23.6% | +2.6% |
| 3M | +15.4% | +22.9% | -7.5% | +17.0% |
| 6M | +14.3% | -4.9% | +19.2% | +15.0% |
| YTD | +27.7% | +7.8% | +19.8% | +30.4% |
| 1Y | +32.7% | +133.9% | -101.2% | +42.2% |
| All | +32.7% | +134.7% | -102.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling