+81.6%
KO vs GH
+22.1%
+59.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | +1.6% | -3.7% | +5.2% | +1.6% |
| 3M | +5.8% | +21.7% | -15.9% | +5.4% |
| 6M | +14.3% | +75.7% | -61.5% | +13.3% |
| YTD | +27.3% | +55.7% | -28.4% | +26.4% |
| 1Y | +33.2% | +181.1% | -147.9% | +30.9% |
| 3Y | +64.5% | +371.6% | -307.1% | +58.4% |
| All | +81.6% | +22.1% | +59.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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