+62.9%
KO vs GWW
+88.4%
-25.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | +1.6% | -2.3% | +3.9% | +1.7% |
| 3M | +5.8% | -3.3% | +9.1% | +5.9% |
| 6M | +14.3% | +15.4% | -1.1% | +13.0% |
| YTD | +27.3% | +26.7% | +0.6% | +25.0% |
| 1Y | +33.2% | +29.0% | +4.2% | +30.5% |
| All | +62.9% | +88.4% | -25.4% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling