+34.3%
KO vs HL
+82.6%
-48.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +0.2% | -4.4% | +4.6% | +0.1% |
| 30D | +1.8% | +9.3% | -7.5% | +2.3% |
| 3M | +7.7% | +32.0% | -24.3% | +9.3% |
| 6M | +15.3% | -6.4% | +21.7% | +15.9% |
| YTD | +28.0% | +3.1% | +24.8% | +30.6% |
| 1Y | +34.3% | +77.6% | -43.3% | +43.0% |
| All | +34.3% | +82.6% | -48.4% | +43.0% |
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