+177.9%
KO vs GS
+650.9%
-473.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | +1.6% | -0.9% | +2.5% | +1.7% |
| 3M | +5.8% | +2.3% | +3.4% | +4.8% |
| 6M | +14.3% | +23.4% | -9.2% | +8.6% |
| YTD | +27.3% | +17.7% | +9.6% | +21.6% |
| 1Y | +33.2% | +35.1% | -1.9% | +23.2% |
| 3Y | +64.5% | +234.9% | -170.5% | +18.6% |
| 5Y | +83.1% | +185.3% | -102.2% | +35.7% |
| All | +177.9% | +650.9% | -473.0% | +55.9% |
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