+4,235.9%
KO vs F
+639.5%
+3,596.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -1.8% | +5.3% | -7.1% | -2.5% |
| 30D | +1.4% | +4.6% | -3.2% | +0.7% |
| 3M | +15.4% | -3.7% | +19.0% | +15.8% |
| 6M | +14.3% | +16.8% | -2.5% | +10.9% |
| YTD | +27.7% | +15.3% | +12.4% | +23.9% |
| 1Y | +32.7% | +31.0% | +1.7% | +26.0% |
| 3Y | +62.2% | +45.4% | +16.8% | +48.7% |
| 5Y | +80.0% | +54.7% | +25.3% | +58.9% |
| 10Y | +175.6% | +98.2% | +77.4% | +124.4% |
| All | +4,235.9% | +639.5% | +3,596.4% | +2,021.2% |
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 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