+14.0%
KO vs GAP
-5.1%
+19.1%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | +0.8% | -0.7% | +1.5% | +0.9% |
| 3M | +8.3% | -0.5% | +8.8% | +7.9% |
| 6M | +14.0% | -5.0% | +19.0% | +15.0% |
| All | +14.0% | -5.1% | +19.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 6mo: compounded portfolio wealth divided by compounded GAP 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…
6mo analysis · Full analysis span regression · 6 months rolling