+81.6%
KO vs F
+47.2%
+34.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.6% | +0.7% |
| 7D | +0.4% | +1.2% | -0.7% | +0.3% |
| 30D | +1.5% | +1.2% | +0.3% | +1.4% |
| 3M | +11.8% | -5.7% | +17.5% | +12.2% |
| 6M | +16.2% | +17.9% | -1.7% | +14.0% |
| YTD | +28.1% | +10.4% | +17.7% | +26.3% |
| 1Y | +34.8% | +25.3% | +9.4% | +31.1% |
| 3Y | +65.5% | +37.5% | +28.0% | +57.5% |
| 5Y | +81.6% | +46.5% | +35.1% | +71.3% |
| All | +81.6% | +47.2% | +34.4% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling