+182.6%
KO vs HWM
+1,301.3%
-1,118.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.6% |
| 7D | -1.1% | -12.5% | +11.4% | +0.8% |
| 30D | +1.6% | -19.0% | +20.6% | +4.7% |
| 3M | +5.8% | -8.6% | +14.4% | +6.7% |
| 6M | +14.3% | -10.2% | +24.4% | +15.2% |
| YTD | +27.3% | +11.3% | +16.0% | +23.7% |
| 1Y | +33.2% | +24.3% | +8.9% | +26.8% |
| 3Y | +64.5% | +382.3% | -317.8% | +19.1% |
| 5Y | +83.1% | +640.6% | -557.5% | +20.2% |
| All | +182.6% | +1,301.3% | -1,118.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling