+179.3%
KO vs THC
+1,022.1%
-842.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.2% | -0.5% | +0.8% | +0.3% |
| 30D | +1.8% | -1.2% | +3.0% | +1.9% |
| 3M | +7.7% | +52.3% | -44.6% | +3.4% |
| 6M | +15.3% | +12.4% | +2.8% | +13.6% |
| YTD | +28.0% | +32.7% | -4.7% | +24.0% |
| 1Y | +34.3% | +36.4% | -2.1% | +29.6% |
| 3Y | +63.8% | +259.3% | -195.5% | +42.0% |
| 5Y | +84.1% | +262.7% | -178.6% | +55.9% |
| All | +179.3% | +1,022.1% | -842.8% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling