+32.7%
KO vs THC
+40.9%
-8.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | +1.4% | +1.3% | +0.2% | +1.3% |
| 3M | +15.4% | +64.2% | -48.9% | +10.9% |
| 6M | +14.3% | +8.3% | +6.0% | +12.7% |
| YTD | +27.7% | +33.4% | -5.7% | +24.2% |
| 1Y | +32.7% | +37.7% | -5.0% | +29.3% |
| All | +32.7% | +40.9% | -8.2% | +29.3% |
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