+177.9%
KO vs HD
+208.4%
-30.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.8% |
| 7D | -1.1% | -3.9% | +2.8% | +0.1% |
| 30D | +1.6% | -13.1% | +14.7% | +6.0% |
| 3M | +5.8% | -3.4% | +9.2% | +6.6% |
| 6M | +14.3% | -12.6% | +26.8% | +18.5% |
| YTD | +27.3% | -9.2% | +36.5% | +30.3% |
| 1Y | +33.2% | -23.9% | +57.1% | +43.8% |
| 3Y | +64.5% | +0.4% | +64.0% | +59.5% |
| 5Y | +83.1% | +4.5% | +78.6% | +70.9% |
| All | +177.9% | +208.4% | -30.5% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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