+228.7%
KO vs WM
+330.8%
-102.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.7% | +3.2% | +0.5% | +2.1% |
| 30D | +8.1% | +13.0% | -4.9% | +1.5% |
| 3M | +14.2% | +9.2% | +5.0% | +9.0% |
| 6M | +25.2% | +13.6% | +11.6% | +17.0% |
| YTD | +44.7% | +12.4% | +32.3% | +35.3% |
| 1Y | +43.4% | +21.2% | +22.1% | +28.8% |
| 3Y | +90.1% | +48.7% | +41.4% | +50.0% |
| 5Y | +103.0% | +61.9% | +41.1% | +50.5% |
| All | +228.7% | +330.8% | -102.1% | +55.5% |
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