+32.7%
KO vs GS
+44.3%
-11.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | +0.9% | -2.7% | -1.6% |
| 30D | +1.4% | -1.6% | +3.0% | +1.2% |
| 3M | +15.4% | -4.5% | +19.9% | +15.0% |
| 6M | +14.3% | +20.9% | -6.6% | +16.4% |
| YTD | +27.7% | +19.9% | +7.8% | +29.4% |
| 1Y | +32.7% | +41.4% | -8.7% | +34.6% |
| All | +32.7% | +44.3% | -11.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling