+62.9%
KO vs DHR
-6.9%
+69.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -1.1% | -5.0% | +3.9% | -0.7% |
| 30D | +1.6% | -3.3% | +4.9% | +1.8% |
| 3M | +5.8% | +9.4% | -3.7% | +5.0% |
| 6M | +14.3% | +3.2% | +11.1% | +14.0% |
| YTD | +27.3% | -12.0% | +39.3% | +28.9% |
| 1Y | +33.2% | +4.9% | +28.3% | +32.2% |
| All | +62.9% | -6.9% | +69.8% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling