+14.3%
KO vs HWM
-0.3%
+14.6%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.9% |
| 7D | -1.8% | -2.1% | +0.3% | -1.8% |
| 30D | +1.4% | -11.0% | +12.4% | +0.8% |
| 3M | +15.4% | +4.0% | +11.3% | +14.6% |
| 6M | +14.3% | -0.2% | +14.5% | +12.9% |
| All | +14.3% | -0.3% | +14.6% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling