+4,725.8%
KO vs F
+509.2%
+4,216.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.3% |
| 7D | +1.8% | -3.9% | +5.7% | +2.4% |
| 30D | +8.1% | -0.5% | +8.6% | +8.2% |
| 3M | +13.0% | -12.9% | +26.0% | +15.2% |
| 6M | +23.3% | +1.5% | +21.7% | +22.1% |
| YTD | +42.1% | -5.0% | +47.1% | +41.8% |
| 1Y | +39.9% | -7.3% | +47.2% | +40.0% |
| 3Y | +87.3% | +45.3% | +42.0% | +71.7% |
| 5Y | +99.3% | -15.8% | +115.0% | +93.5% |
| 10Y | +223.8% | +64.2% | +159.6% | +170.9% |
| All | +4,725.8% | +509.2% | +4,216.6% | +2,326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling