+4,210.3%
KO vs GAP
+2,145.7%
+2,064.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.4% |
| 7D | -0.8% | -3.2% | +2.4% | -0.4% |
| 30D | +0.8% | -0.7% | +1.5% | +0.7% |
| 3M | +8.3% | -0.5% | +8.8% | +8.1% |
| 6M | +14.0% | -5.0% | +19.0% | +13.9% |
| YTD | +26.9% | -14.7% | +41.6% | +28.0% |
| 1Y | +32.7% | -8.6% | +41.3% | +32.3% |
| 3Y | +63.9% | +108.4% | -44.4% | +40.6% |
| 5Y | +81.7% | +5.8% | +75.9% | +63.6% |
| 10Y | +183.0% | +29.6% | +153.4% | +123.6% |
| All | +4,210.3% | +2,145.7% | +2,064.6% | +1,215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling