+224.2%
KO vs WM
+332.5%
-108.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.1% |
| 7D | +1.8% | +0.8% | +1.1% | +1.4% |
| 30D | +8.7% | +13.8% | -5.1% | +1.7% |
| 3M | +13.5% | +6.4% | +7.1% | +9.8% |
| 6M | +25.6% | +13.2% | +12.4% | +17.6% |
| YTD | +42.3% | +10.8% | +31.5% | +34.0% |
| 1Y | +39.9% | +20.2% | +19.7% | +26.2% |
| 3Y | +87.5% | +46.5% | +41.1% | +49.2% |
| 5Y | +99.1% | +61.3% | +37.8% | +47.8% |
| 10Y | +224.2% | +324.8% | -100.5% | +54.5% |
| All | +224.2% | +332.5% | -108.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling