+4,542.6%
GLW vs KO
+4,278.0%
+264.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +3.8% | -1.8% | +5.5% | +4.4% |
| 30D | -1.3% | +1.4% | -2.8% | -2.1% |
| 3M | -21.8% | +15.4% | -37.2% | -27.1% |
| 6M | +6.9% | +14.3% | -7.4% | -0.2% |
| YTD | +77.2% | +27.7% | +49.5% | +58.4% |
| 1Y | +123.2% | +32.7% | +90.5% | +95.8% |
| 3Y | +400.0% | +62.2% | +337.8% | +298.9% |
| 5Y | +342.8% | +80.0% | +262.8% | +238.1% |
| 10Y | +771.4% | +175.6% | +595.8% | +471.5% |
| All | +4,542.6% | +4,278.0% | +264.6% | +695.1% |
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