+4,235.9%
KO vs WM
+26,336.4%
-22,100.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +1.4% | -2.4% | +3.8% | +1.8% |
| 3M | +15.4% | +0.4% | +15.0% | +15.3% |
| 6M | +14.3% | -9.5% | +23.8% | +15.9% |
| YTD | +27.7% | +0.5% | +27.2% | +27.4% |
| 1Y | +32.7% | -1.1% | +33.8% | +32.7% |
| 3Y | +62.2% | +46.0% | +16.2% | +53.0% |
| 5Y | +80.0% | +51.8% | +28.2% | +68.7% |
| 10Y | +175.6% | +307.5% | -131.9% | +129.5% |
| All | +4,235.9% | +26,336.4% | -22,100.5% | +2,834.9% |
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