+177.9%
KO vs F
+90.9%
+86.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.2% |
| 7D | -1.1% | -3.7% | +2.6% | -0.6% |
| 30D | +1.6% | -0.7% | +2.3% | +1.6% |
| 3M | +5.8% | -1.9% | +7.6% | +5.9% |
| 6M | +14.3% | +16.1% | -1.8% | +10.7% |
| YTD | +27.3% | +9.5% | +17.9% | +24.3% |
| 1Y | +33.2% | +27.2% | +6.0% | +26.5% |
| 3Y | +64.5% | +36.3% | +28.2% | +51.0% |
| 5Y | +83.1% | +49.3% | +33.8% | +57.3% |
| All | +177.9% | +90.9% | +86.9% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling