+43.2%
KO vs THC
+46.1%
-2.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.6% | -8.5% | 0.0% |
| 7D | +4.4% | +8.8% | -4.4% | +3.4% |
| 30D | +10.7% | +12.6% | -1.9% | +9.2% |
| 3M | +11.3% | +15.4% | -4.0% | +9.5% |
| 6M | +24.0% | +57.7% | -33.6% | +18.3% |
| YTD | +39.7% | +47.1% | -7.4% | +33.9% |
| 1Y | +43.2% | +40.7% | +2.5% | +37.4% |
| All | +43.2% | +46.1% | -2.9% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling