+4,224.1%
KO vs PHM
+10,710.1%
-6,486.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | -1.1% | -6.4% | +5.3% | -0.3% |
| 30D | +1.6% | -12.1% | +13.7% | +3.2% |
| 3M | +5.8% | -1.5% | +7.3% | +5.8% |
| 6M | +14.3% | -6.0% | +20.3% | +14.8% |
| YTD | +27.3% | -0.3% | +27.6% | +26.8% |
| 1Y | +33.2% | -13.3% | +46.5% | +34.8% |
| 3Y | +64.5% | +47.6% | +16.9% | +53.5% |
| 5Y | +83.1% | +154.7% | -71.6% | +57.1% |
| 10Y | +183.9% | +552.4% | -368.5% | +110.5% |
| All | +4,224.1% | +10,710.1% | -6,486.1% | +1,453.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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