+394.5%
GLW vs KO
+80.7%
+313.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +16.9% | -0.8% | +17.7% | +16.9% |
| 30D | +7.0% | +0.8% | +6.2% | +6.9% |
| 3M | -3.0% | +8.3% | -11.3% | -4.3% |
| 6M | +31.0% | +14.0% | +16.9% | +27.3% |
| YTD | +93.4% | +26.9% | +66.5% | +82.8% |
| 1Y | +134.7% | +32.7% | +102.1% | +118.4% |
| 3Y | +471.8% | +63.9% | +407.9% | +370.6% |
| 5Y | +394.5% | +81.7% | +312.7% | +291.2% |
| All | +394.5% | +80.7% | +313.8% | +291.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling