+4,224.1%
KO vs HUM
+5,550.8%
-1,326.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.9% |
| 30D | +1.6% | +7.5% | -5.9% | +0.7% |
| 3M | +5.8% | +10.2% | -4.5% | +4.4% |
| 6M | +14.3% | +132.5% | -118.2% | +3.2% |
| YTD | +27.3% | +57.6% | -30.3% | +19.6% |
| 1Y | +33.2% | +48.6% | -15.4% | +25.5% |
| 3Y | +64.5% | -11.2% | +75.6% | +61.6% |
| 5Y | +83.1% | +4.8% | +78.3% | +74.9% |
| 10Y | +183.9% | +147.1% | +36.8% | +142.4% |
| All | +4,224.1% | +5,550.8% | -1,326.8% | +1,967.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling