+4,210.3%
KO vs PH
+24,840.9%
-20,630.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +0.8% | -10.3% | +11.1% | +3.1% |
| 3M | +8.3% | +5.1% | +3.3% | +6.8% |
| 6M | +14.0% | +2.3% | +11.7% | +12.8% |
| YTD | +26.9% | +8.7% | +18.2% | +23.8% |
| 1Y | +32.7% | +26.8% | +5.9% | +24.9% |
| 3Y | +63.9% | +139.2% | -75.2% | +31.0% |
| 5Y | +81.7% | +251.1% | -169.4% | +30.9% |
| 10Y | +183.0% | +812.6% | -629.6% | +58.7% |
| All | +4,210.3% | +24,840.9% | -20,630.6% | +904.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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