+492.5%
KO vs GS
+1,570.5%
-1,078.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.7% | -3.2% | +4.9% | +2.1% |
| 30D | +11.5% | -2.4% | +13.9% | +11.8% |
| 3M | +10.8% | -15.7% | +26.6% | +13.4% |
| 6M | +22.3% | -6.8% | +29.0% | +22.6% |
| YTD | +39.5% | -0.1% | +39.6% | +37.9% |
| 1Y | +42.2% | +12.1% | +30.1% | +37.9% |
| 3Y | +83.1% | +185.8% | -102.7% | +50.4% |
| 5Y | +94.8% | +140.1% | -45.3% | +63.2% |
| 10Y | +212.9% | +505.2% | -292.4% | +121.1% |
| All | +492.5% | +1,570.5% | -1,078.0% | +245.1% |
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