+83.1%
KO vs GD
+54.3%
+28.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | 0.0% |
| 7D | +1.7% | -5.0% | +6.7% | +2.3% |
| 30D | +11.5% | +8.9% | +2.6% | +10.4% |
| 3M | +10.8% | -8.0% | +18.9% | +11.7% |
| 6M | +22.3% | +2.9% | +19.4% | +21.8% |
| YTD | +39.5% | +7.1% | +32.4% | +37.8% |
| 1Y | +42.2% | +5.9% | +36.3% | +40.7% |
| 3Y | +83.1% | +53.9% | +29.2% | +68.4% |
| All | +83.1% | +54.3% | +28.7% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling