+33.6%
KO vs HD
-24.4%
+57.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.7% |
| 7D | -1.1% | -3.9% | +2.8% | -0.3% |
| 30D | +1.6% | -13.1% | +14.7% | +4.6% |
| 3M | +5.8% | -3.4% | +9.2% | +6.7% |
| 6M | +14.3% | -12.6% | +26.8% | +17.5% |
| YTD | +27.3% | -9.2% | +36.5% | +29.6% |
| All | +33.6% | -24.4% | +57.9% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling