+3,273.8%
GLW vs KO
+4,746.2%
-1,472.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | -11.1% | +2.2% | -13.3% | -11.8% |
| 30D | -28.4% | +10.1% | -38.5% | -31.2% |
| 3M | -28.8% | +12.2% | -41.0% | -32.3% |
| 6M | -39.8% | +25.1% | -64.9% | -45.9% |
| YTD | +28.7% | +41.3% | -12.6% | +10.3% |
| 1Y | +27.7% | +41.1% | -13.4% | +9.4% |
| 3Y | +331.3% | +86.3% | +245.1% | +225.2% |
| 5Y | +233.4% | +97.8% | +135.7% | +144.9% |
| 10Y | +521.8% | +222.7% | +299.0% | +283.4% |
| All | +3,273.8% | +4,746.2% | -1,472.4% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling