+86.3%
KO vs F
+50.7%
+35.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.2% | +1.0% | +1.3% | +2.2% |
| 30D | +10.1% | +2.1% | +7.9% | +9.9% |
| 3M | +12.2% | -10.3% | +22.5% | +12.7% |
| 6M | +25.1% | +3.3% | +21.9% | +24.4% |
| YTD | +41.3% | -2.0% | +43.3% | +40.8% |
| 1Y | +41.1% | -2.3% | +43.4% | +40.5% |
| 3Y | +86.3% | +49.9% | +36.4% | +84.4% |
| All | +86.3% | +50.7% | +35.6% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling