+4,638.2%
KO vs WM
+28,547.2%
-23,909.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +1.7% | +1.2% | +0.5% | +1.5% |
| 30D | +11.5% | +13.1% | -1.6% | +9.4% |
| 3M | +10.8% | +3.6% | +7.2% | +10.2% |
| 6M | +22.3% | +8.1% | +14.2% | +20.8% |
| YTD | +39.5% | +8.9% | +30.6% | +37.6% |
| 1Y | +42.2% | +20.3% | +21.9% | +38.2% |
| 3Y | +83.1% | +46.2% | +36.9% | +72.6% |
| 5Y | +94.8% | +59.9% | +34.9% | +81.1% |
| 10Y | +212.9% | +345.6% | -132.7% | +157.1% |
| All | +4,638.2% | +28,547.2% | -23,909.1% | +3,067.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling