+495.7%
KO vs GRMN
+6,536.9%
-6,041.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +0.8% | -13.1% | +13.9% | +2.5% |
| 3M | +8.3% | +14.9% | -6.6% | +6.2% |
| 6M | +14.0% | +13.1% | +0.9% | +11.8% |
| YTD | +26.9% | +35.3% | -8.4% | +21.4% |
| 1Y | +32.7% | +16.0% | +16.7% | +29.2% |
| 3Y | +63.9% | +179.6% | -115.7% | +40.0% |
| 5Y | +81.7% | +75.0% | +6.7% | +63.6% |
| 10Y | +183.0% | +644.1% | -461.1% | +113.9% |
| All | +495.7% | +6,536.9% | -6,041.3% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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