+81.6%
KO vs HUM
+4.2%
+77.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +1.6% | +7.5% | -5.9% | +1.2% |
| 3M | +5.8% | +10.2% | -4.5% | +5.1% |
| 6M | +14.3% | +132.5% | -118.2% | +8.6% |
| YTD | +27.3% | +57.6% | -30.3% | +23.5% |
| 1Y | +33.2% | +48.6% | -15.4% | +29.5% |
| 3Y | +64.5% | -11.2% | +75.6% | +69.5% |
| All | +81.6% | +4.2% | +77.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 5y: compounded portfolio wealth divided by compounded HUM 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…
5y analysis · Full analysis span regression · 6 months rolling