+63.8%
KO vs DHI
+21.1%
+42.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +0.2% | -3.4% | +3.7% | +0.5% |
| 30D | +1.8% | -5.4% | +7.3% | +2.3% |
| 3M | +7.7% | -10.4% | +18.1% | +8.6% |
| 6M | +15.3% | -2.8% | +18.0% | +15.2% |
| YTD | +28.0% | -3.4% | +31.4% | +27.9% |
| 1Y | +34.3% | -22.9% | +57.2% | +36.2% |
| 3Y | +63.8% | +20.7% | +43.1% | +58.2% |
| All | +63.8% | +21.1% | +42.7% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling