+629.2%
KO vs JHX
+2,220.4%
-1,591.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | -1.1% | -4.9% | +3.8% | -0.5% |
| 30D | +1.6% | -9.3% | +10.9% | +2.7% |
| 3M | +5.8% | +28.1% | -22.3% | +2.2% |
| 6M | +14.3% | +35.2% | -20.9% | +9.1% |
| YTD | +27.3% | +35.9% | -8.5% | +21.3% |
| 1Y | +33.2% | +42.5% | -9.3% | +25.7% |
| 3Y | +64.5% | -4.5% | +68.9% | +57.2% |
| 5Y | +83.1% | -27.1% | +110.2% | +78.7% |
| 10Y | +183.9% | +104.2% | +79.7% | +132.4% |
| All | +629.2% | +2,220.4% | -1,591.2% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling