+442.2%
KO vs GS
+1,903.9%
-1,461.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | +0.9% | -2.7% | -1.9% |
| 30D | +1.4% | -1.6% | +3.0% | +1.6% |
| 3M | +15.4% | -4.5% | +19.9% | +15.7% |
| 6M | +14.3% | +20.9% | -6.6% | +10.3% |
| YTD | +27.7% | +19.9% | +7.8% | +23.0% |
| 1Y | +32.7% | +41.4% | -8.7% | +24.4% |
| 3Y | +62.2% | +239.2% | -177.0% | +30.0% |
| 5Y | +80.0% | +185.0% | -105.1% | +47.1% |
| 10Y | +175.6% | +655.0% | -479.3% | +88.9% |
| All | +442.2% | +1,903.9% | -1,461.7% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling