+43.4%
KO vs DHI
+9.9%
+33.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +3.1% | +7.6% | -4.4% | +2.1% |
| 30D | +11.1% | +15.3% | -4.2% | +9.1% |
| 3M | +10.9% | +4.4% | +6.5% | +10.0% |
| 6M | +23.5% | +8.3% | +15.2% | +22.0% |
| YTD | +39.6% | +10.4% | +29.2% | +36.1% |
| 1Y | +43.4% | +9.8% | +33.6% | +39.5% |
| All | +43.4% | +9.9% | +33.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling