+81.6%
KO vs MOH
-21.2%
+102.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | 0.0% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | +1.6% | +3.0% | -1.4% | +1.3% |
| 3M | +5.8% | +1.2% | +4.5% | +5.5% |
| 6M | +14.3% | +41.7% | -27.4% | +10.3% |
| YTD | +27.3% | +15.4% | +11.9% | +24.4% |
| 1Y | +33.2% | +11.8% | +21.4% | +30.0% |
| 3Y | +64.5% | -37.5% | +102.0% | +69.0% |
| All | +81.6% | -21.2% | +102.8% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling