+345.2%
KO vs GM
+232.1%
+113.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | +1.6% | -3.4% | +5.0% | +2.1% |
| 3M | +5.8% | +8.7% | -2.9% | +4.2% |
| 6M | +14.3% | +15.4% | -1.1% | +11.3% |
| YTD | +27.3% | +6.6% | +20.7% | +25.3% |
| 1Y | +33.2% | +51.5% | -18.3% | +23.5% |
| 3Y | +64.5% | +169.3% | -104.9% | +35.2% |
| 5Y | +83.1% | +81.6% | +1.6% | +57.5% |
| 10Y | +183.9% | +240.7% | -56.8% | +101.8% |
| All | +345.2% | +232.1% | +113.1% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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