+4,224.1%
KO vs HL
+56.8%
+4,167.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.4% |
| 7D | -1.1% | -5.6% | +4.5% | -1.0% |
| 30D | +1.6% | +12.7% | -11.2% | +1.2% |
| 3M | +5.8% | +42.5% | -36.8% | +4.7% |
| 6M | +14.3% | -9.0% | +23.3% | +14.2% |
| YTD | +27.3% | +4.4% | +22.9% | +26.5% |
| 1Y | +33.2% | +82.7% | -49.5% | +30.1% |
| 3Y | +64.5% | +406.3% | -341.8% | +55.1% |
| 5Y | +83.1% | +238.2% | -155.0% | +73.2% |
| 10Y | +183.9% | +268.9% | -85.0% | +161.3% |
| All | +4,224.1% | +56.8% | +4,167.3% | +3,683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling