+97.8%
KO vs F
-14.7%
+112.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.2% | +1.0% | +1.3% | +2.1% |
| 30D | +10.1% | +2.1% | +7.9% | +9.8% |
| 3M | +12.2% | -10.3% | +22.5% | +13.2% |
| 6M | +25.1% | +3.3% | +21.9% | +24.1% |
| YTD | +41.3% | -2.0% | +43.3% | +40.6% |
| 1Y | +41.1% | -2.3% | +43.4% | +40.4% |
| 3Y | +86.3% | +49.9% | +36.4% | +74.3% |
| 5Y | +97.8% | -12.5% | +110.2% | +89.3% |
| All | +97.8% | -14.7% | +112.5% | +89.3% |
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