+221.3%
KO vs HWM
+1,258.6%
-1,037.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +3.7% | +7.3% | -3.6% | +2.6% |
| 30D | +8.1% | +1.6% | +6.6% | +7.6% |
| 3M | +14.2% | -21.9% | +36.1% | +18.0% |
| 6M | +25.2% | -19.0% | +44.2% | +28.3% |
| YTD | +44.7% | +7.9% | +36.8% | +40.9% |
| 1Y | +43.4% | +9.9% | +33.4% | +39.0% |
| 3Y | +90.1% | +342.1% | -252.1% | +39.6% |
| 5Y | +103.0% | +600.8% | -497.8% | +34.3% |
| 10Y | +229.8% | +1,493.8% | -1,264.0% | +83.1% |
| All | +221.3% | +1,258.6% | -1,037.4% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling