+53.5%
KO vs GEV
+706.8%
-653.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.1% |
| 7D | -1.1% | -1.9% | +0.8% | -1.2% |
| 30D | +1.6% | -8.7% | +10.3% | +1.0% |
| 3M | +5.8% | +6.6% | -0.9% | +6.2% |
| 6M | +14.3% | +10.2% | +4.1% | +15.2% |
| YTD | +27.3% | +41.6% | -14.3% | +30.2% |
| 1Y | +33.2% | +43.9% | -10.7% | +36.7% |
| All | +53.5% | +706.8% | -653.3% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling