+39.9%
KO vs F
-6.3%
+46.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | 0.0% |
| 7D | +1.8% | -3.9% | +5.7% | +2.0% |
| 30D | +8.1% | -0.5% | +8.6% | +8.2% |
| 3M | +13.0% | -12.9% | +26.0% | +13.6% |
| 6M | +23.3% | +1.5% | +21.7% | +21.6% |
| YTD | +42.1% | -5.0% | +47.1% | +40.9% |
| 1Y | +39.9% | -7.3% | +47.2% | +39.2% |
| All | +39.9% | -6.3% | +46.2% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling