+3,495.5%
GLW vs KO
+4,772.7%
-1,277.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +15.5% | +1.8% | +13.8% | +14.8% |
| 30D | -19.6% | +8.1% | -27.7% | -22.0% |
| 3M | -28.5% | +13.0% | -41.5% | -32.2% |
| 6M | -39.5% | +23.3% | -62.8% | -45.3% |
| YTD | +37.2% | +42.1% | -4.9% | +17.3% |
| 1Y | +35.4% | +39.9% | -4.5% | +16.4% |
| 3Y | +359.7% | +87.3% | +272.4% | +245.9% |
| 5Y | +244.0% | +99.3% | +144.8% | +152.0% |
| 10Y | +556.7% | +223.8% | +332.9% | +304.5% |
| All | +3,495.5% | +4,772.7% | -1,277.2% | +489.0% |
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