+64.9%
KO vs WM
+46.8%
+18.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +1.4% | -2.4% | +3.8% | +2.2% |
| 3M | +15.4% | +0.4% | +15.0% | +15.3% |
| 6M | +14.3% | -9.5% | +23.8% | +17.5% |
| YTD | +27.7% | +0.5% | +27.2% | +27.0% |
| 1Y | +32.7% | -1.1% | +33.8% | +32.4% |
| All | +64.9% | +46.8% | +18.1% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling