+90.1%
KO vs HWM
+348.7%
-258.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +3.7% | +7.3% | -3.6% | +3.8% |
| 30D | +8.1% | +1.6% | +6.6% | +8.1% |
| 3M | +14.2% | -21.9% | +36.1% | +14.0% |
| 6M | +25.2% | -19.0% | +44.2% | +25.0% |
| YTD | +44.7% | +7.9% | +36.8% | +44.0% |
| 1Y | +43.4% | +9.9% | +33.4% | +42.7% |
| 3Y | +90.1% | +342.1% | -252.1% | +75.9% |
| All | +90.1% | +348.7% | -258.7% | +75.9% |
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