+222.7%
KO vs GS
+475.4%
-252.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +2.2% | +1.6% | +0.7% | +1.9% |
| 30D | +10.1% | +1.7% | +8.4% | +9.6% |
| 3M | +12.2% | -11.6% | +23.8% | +14.4% |
| 6M | +25.1% | -1.9% | +27.0% | +24.1% |
| YTD | +41.3% | +5.1% | +36.2% | +37.4% |
| 1Y | +41.1% | +16.4% | +24.7% | +33.9% |
| 3Y | +86.3% | +199.0% | -112.7% | +36.3% |
| 5Y | +97.8% | +157.4% | -59.6% | +48.4% |
| 10Y | +222.7% | +457.2% | -234.5% | +94.0% |
| All | +222.7% | +475.4% | -252.7% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling