+96.6%
KO vs WM
+59.1%
+37.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.7% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | +11.5% | +13.1% | -1.6% | +6.2% |
| 3M | +10.8% | +3.6% | +7.2% | +9.1% |
| 6M | +22.3% | +8.1% | +14.2% | +18.4% |
| YTD | +39.5% | +8.9% | +30.6% | +34.2% |
| 1Y | +42.2% | +20.3% | +21.9% | +31.4% |
| 3Y | +83.1% | +46.2% | +36.9% | +54.0% |
| All | +96.6% | +59.1% | +37.5% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling