+177.9%
KO vs DHI
+405.9%
-228.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -1.1% | -6.1% | +5.0% | -0.1% |
| 30D | +1.6% | -10.1% | +11.7% | +3.3% |
| 3M | +5.8% | -7.3% | +13.1% | +6.8% |
| 6M | +14.3% | -6.1% | +20.4% | +14.8% |
| YTD | +27.3% | -5.0% | +32.4% | +27.4% |
| 1Y | +33.2% | -22.1% | +55.3% | +37.5% |
| 3Y | +64.5% | +19.2% | +45.2% | +53.3% |
| 5Y | +83.1% | +59.4% | +23.7% | +56.8% |
| All | +177.9% | +405.9% | -228.0% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling