+4,210.3%
KO vs HRB
+3,081.6%
+1,128.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -0.8% | -10.6% | +9.8% | +1.3% |
| 30D | +0.8% | -0.8% | +1.6% | +0.6% |
| 3M | +8.3% | +19.1% | -10.7% | +4.3% |
| 6M | +14.0% | +48.7% | -34.7% | +4.3% |
| YTD | +26.9% | +7.1% | +19.8% | +23.0% |
| 1Y | +32.7% | -8.3% | +41.0% | +32.3% |
| 3Y | +63.9% | +25.8% | +38.1% | +51.3% |
| 5Y | +81.7% | +111.1% | -29.4% | +48.1% |
| 10Y | +183.0% | +206.6% | -23.6% | +101.2% |
| All | +4,210.3% | +3,081.6% | +1,128.7% | +994.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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