+58.2%
KO vs AHR
+356.1%
-297.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +0.2% | -2.1% | +2.3% | +0.5% |
| 30D | +1.8% | +1.9% | -0.1% | +1.6% |
| 3M | +7.7% | +15.7% | -8.0% | +6.2% |
| 6M | +15.3% | +2.5% | +12.7% | +14.7% |
| YTD | +28.0% | +15.0% | +13.0% | +26.2% |
| 1Y | +34.3% | +28.1% | +6.2% | +31.1% |
| All | +58.2% | +356.1% | -297.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling