+4,224.1%
KO vs GWW
+13,908.6%
-9,684.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -3.1% | +2.0% | -0.4% |
| 30D | +1.6% | -2.3% | +3.9% | +2.1% |
| 3M | +5.8% | -3.3% | +9.1% | +6.3% |
| 6M | +14.3% | +15.4% | -1.1% | +10.2% |
| YTD | +27.3% | +26.7% | +0.6% | +19.9% |
| 1Y | +33.2% | +29.0% | +4.2% | +24.8% |
| 3Y | +64.5% | +89.0% | -24.5% | +39.0% |
| 5Y | +83.1% | +221.8% | -138.7% | +34.5% |
| 10Y | +183.9% | +562.7% | -378.8% | +69.2% |
| All | +4,224.1% | +13,908.6% | -9,684.5% | +827.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling