+54.3%
KO vs GEHC
+2.6%
+51.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -1.1% | -7.9% | +6.8% | -0.6% |
| 30D | +1.6% | -11.7% | +13.3% | +2.4% |
| 3M | +5.8% | +0.8% | +4.9% | +5.7% |
| 6M | +14.3% | -11.6% | +25.9% | +14.8% |
| YTD | +27.3% | -21.6% | +48.9% | +28.8% |
| 1Y | +33.2% | -15.3% | +48.5% | +34.0% |
| 3Y | +64.5% | -0.5% | +65.0% | +63.3% |
| All | +54.3% | +2.6% | +51.8% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 5y: compounded portfolio wealth divided by compounded GEHC 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…
5y analysis · Full analysis span regression · 6 months rolling