+179.3%
KO vs JHX
+106.3%
+73.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +0.2% | -6.3% | +6.6% | +1.1% |
| 30D | +1.8% | -7.7% | +9.6% | +2.9% |
| 3M | +7.7% | +19.2% | -11.5% | +4.9% |
| 6M | +15.3% | +38.3% | -23.0% | +9.2% |
| YTD | +28.0% | +37.2% | -9.2% | +21.2% |
| 1Y | +34.3% | +42.3% | -8.0% | +26.0% |
| 3Y | +63.8% | -4.4% | +68.2% | +54.8% |
| 5Y | +84.1% | -26.4% | +110.5% | +79.9% |
| All | +179.3% | +106.3% | +73.1% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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