+62.9%
KO vs HWM
+379.8%
-316.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | -1.1% | -12.5% | +11.4% | -1.1% |
| 30D | +1.6% | -19.0% | +20.6% | +1.6% |
| 3M | +5.8% | -8.6% | +14.4% | +5.6% |
| 6M | +14.3% | -10.2% | +24.4% | +14.0% |
| YTD | +27.3% | +11.3% | +16.0% | +26.6% |
| 1Y | +33.2% | +24.3% | +8.9% | +32.2% |
| All | +62.9% | +379.8% | -316.9% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling