+62.9%
KO vs GIS
-37.3%
+100.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +1.3% |
| 7D | -1.1% | -8.4% | +7.3% | +1.8% |
| 30D | +1.6% | -5.2% | +6.8% | +3.2% |
| 3M | +5.8% | +8.2% | -2.4% | +2.6% |
| 6M | +14.3% | -12.0% | +26.3% | +18.7% |
| YTD | +27.3% | -18.9% | +46.2% | +35.3% |
| 1Y | +33.2% | -23.6% | +56.8% | +44.5% |
| All | +62.9% | -37.3% | +100.2% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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