+437.0%
KO vs GNRC
+2,020.8%
-1,583.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | -1.1% | -0.7% | -0.4% | -1.1% |
| 30D | +1.6% | -15.8% | +17.4% | +2.9% |
| 3M | +5.8% | -24.0% | +29.8% | +7.7% |
| 6M | +14.3% | -13.8% | +28.1% | +14.5% |
| YTD | +27.3% | +33.2% | -5.9% | +22.2% |
| 1Y | +33.2% | -1.8% | +35.0% | +31.0% |
| 3Y | +64.5% | +57.7% | +6.7% | +51.8% |
| 5Y | +83.1% | -59.7% | +142.9% | +89.2% |
| 10Y | +183.9% | +430.7% | -246.8% | +109.2% |
| All | +437.0% | +2,020.8% | -1,583.8% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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