+35.4%
GLW vs KO
+39.9%
-4.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | +15.5% | +1.8% | +13.8% | +17.6% |
| 30D | -19.6% | +8.1% | -27.7% | -12.3% |
| 3M | -28.5% | +13.0% | -41.5% | -18.1% |
| 6M | -39.5% | +23.3% | -62.8% | -25.9% |
| YTD | +37.2% | +42.1% | -4.9% | +71.6% |
| 1Y | +35.4% | +39.9% | -4.5% | +72.3% |
| All | +35.4% | +39.9% | -4.5% | +72.3% |
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