+119.6%
GLW vs KO
+33.2%
+86.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -2.9% |
| 7D | +11.7% | -1.1% | +12.8% | +10.7% |
| 30D | +2.7% | +1.6% | +1.1% | +4.3% |
| 3M | -2.8% | +5.8% | -8.6% | +3.7% |
| 6M | +20.2% | +14.3% | +5.9% | +30.7% |
| YTD | +87.3% | +27.3% | +60.0% | +114.4% |
| 1Y | +119.6% | +33.2% | +86.4% | +165.4% |
| All | +119.6% | +33.2% | +86.4% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 KO 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