+4,725.8%
KO vs THC
+559.0%
+4,166.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +1.8% | +0.1% | +1.6% | +1.8% |
| 30D | +8.1% | +7.5% | +0.7% | +7.4% |
| 3M | +13.0% | +7.5% | +5.5% | +12.2% |
| 6M | +23.3% | +46.4% | -23.2% | +18.7% |
| YTD | +42.1% | +44.4% | -2.3% | +36.6% |
| 1Y | +39.9% | +43.4% | -3.6% | +34.5% |
| 3Y | +87.3% | +433.3% | -346.0% | +57.5% |
| 5Y | +99.3% | +262.5% | -163.3% | +69.9% |
| 10Y | +223.8% | +1,871.5% | -1,647.8% | +119.9% |
| All | +4,725.8% | +559.0% | +4,166.9% | +2,612.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling