+80.4%
KO vs GFS
-2.1%
+82.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | +3.2% | -4.3% | -1.1% |
| 30D | +1.6% | -9.6% | +11.1% | +1.7% |
| 3M | +5.8% | -38.5% | +44.2% | +6.3% |
| 6M | +14.3% | -1.3% | +15.6% | +12.8% |
| YTD | +27.3% | +31.8% | -4.5% | +24.3% |
| 1Y | +33.2% | +44.6% | -11.4% | +29.4% |
| 3Y | +64.5% | -20.6% | +85.1% | +62.7% |
| All | +80.4% | -2.1% | +82.4% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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