+4,699.6%
KO vs WM
+28,683.0%
-23,983.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +2.2% | +1.2% | +1.1% | +2.0% |
| 30D | +10.1% | +13.7% | -3.6% | +7.9% |
| 3M | +12.2% | +5.2% | +7.0% | +11.3% |
| 6M | +25.1% | +11.2% | +13.9% | +23.1% |
| YTD | +41.3% | +9.4% | +31.9% | +39.2% |
| 1Y | +41.1% | +20.4% | +20.7% | +37.0% |
| 3Y | +86.3% | +44.7% | +41.6% | +75.9% |
| 5Y | +97.8% | +58.5% | +39.3% | +84.1% |
| 10Y | +222.7% | +326.4% | -103.6% | +166.4% |
| All | +4,699.6% | +28,683.0% | -23,983.5% | +3,106.6% |
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 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