+494.7%
KO vs GS
+1,648.4%
-1,153.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.3% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +9.1% | +1.2% | +7.8% | +8.8% |
| 3M | +11.0% | -12.4% | +23.4% | +12.9% |
| 6M | +24.0% | -2.3% | +26.3% | +23.5% |
| YTD | +40.0% | +4.6% | +35.4% | +37.4% |
| 1Y | +39.7% | +17.5% | +22.2% | +34.5% |
| 3Y | +84.8% | +202.0% | -117.3% | +50.5% |
| 5Y | +96.8% | +152.4% | -55.6% | +63.6% |
| 10Y | +209.7% | +478.5% | -268.8% | +120.3% |
| All | +494.7% | +1,648.4% | -1,153.7% | +244.1% |
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