+43.2%
KO vs GEV
+46.2%
-3.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.3% | +10.4% | +0.2% |
| 7D | +4.4% | -5.1% | +9.6% | +4.0% |
| 30D | +10.7% | -15.8% | +26.6% | +9.3% |
| 3M | +11.3% | -18.2% | +29.5% | +9.8% |
| 6M | +24.0% | -22.4% | +46.4% | +22.7% |
| YTD | +39.7% | +27.7% | +12.0% | +39.5% |
| 1Y | +43.2% | +52.4% | -9.1% | +43.5% |
| All | +43.2% | +46.2% | -3.0% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling