+62.9%
KO vs GILD
+110.2%
-47.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -4.2% | +3.1% | -0.4% |
| 30D | +1.6% | +6.7% | -5.1% | +0.4% |
| 3M | +5.8% | +20.0% | -14.2% | +2.5% |
| 6M | +14.3% | -1.3% | +15.6% | +14.2% |
| YTD | +27.3% | +19.4% | +7.9% | +23.6% |
| 1Y | +33.2% | +28.9% | +4.3% | +27.5% |
| All | +62.9% | +110.2% | -47.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 3y: compounded portfolio wealth divided by compounded GILD 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…
3y analysis · Full analysis span regression · 6 months rolling