+4,235.9%
KO vs HD
+31,989.9%
-27,754.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -1.8% | -2.1% | +0.3% | -1.3% |
| 30D | +1.4% | -8.4% | +9.8% | +3.7% |
| 3M | +15.4% | +4.3% | +11.0% | +13.9% |
| 6M | +14.3% | -11.1% | +25.4% | +17.3% |
| YTD | +27.7% | -4.7% | +32.3% | +28.6% |
| 1Y | +32.7% | -19.8% | +52.5% | +39.5% |
| 3Y | +62.2% | +4.1% | +58.1% | +57.6% |
| 5Y | +80.0% | +10.3% | +69.7% | +69.9% |
| 10Y | +175.6% | +203.2% | -27.5% | +97.8% |
| All | +4,235.9% | +31,989.9% | -27,754.0% | +449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling