+83.4%
KO vs HWM
+655.3%
-571.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.7% | +11.0% | +1.2% |
| 7D | +0.4% | -9.2% | +9.6% | +1.1% |
| 30D | +1.5% | -17.9% | +19.4% | +3.0% |
| 3M | +11.8% | -6.0% | +17.9% | +11.9% |
| 6M | +16.2% | -7.4% | +23.6% | +16.3% |
| YTD | +28.1% | +13.1% | +15.0% | +25.5% |
| 1Y | +34.8% | +29.3% | +5.4% | +30.1% |
| 3Y | +65.5% | +389.9% | -324.5% | +27.0% |
| All | +83.4% | +655.3% | -571.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling