+177.9%
KO vs DHR
+210.0%
-32.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | -1.1% | -5.0% | +3.9% | 0.0% |
| 30D | +1.6% | -3.3% | +4.9% | +2.3% |
| 3M | +5.8% | +9.4% | -3.7% | +3.2% |
| 6M | +14.3% | +3.2% | +11.1% | +12.7% |
| YTD | +27.3% | -12.0% | +39.3% | +30.2% |
| 1Y | +33.2% | +4.9% | +28.3% | +29.9% |
| 3Y | +64.5% | -7.4% | +71.8% | +62.0% |
| 5Y | +83.1% | -29.8% | +112.9% | +93.1% |
| All | +177.9% | +210.0% | -32.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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