+251.4%
KO vs FANG
+1,416.0%
-1,164.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.2% |
| 7D | -1.1% | +1.2% | -2.3% | -1.2% |
| 30D | +1.6% | +2.4% | -0.8% | +1.4% |
| 3M | +5.8% | +5.1% | +0.7% | +5.2% |
| 6M | +14.3% | +16.4% | -2.1% | +12.7% |
| YTD | +27.3% | +39.0% | -11.6% | +23.7% |
| 1Y | +33.2% | +50.6% | -17.5% | +28.5% |
| 3Y | +64.5% | +46.9% | +17.5% | +57.3% |
| 5Y | +83.1% | +238.2% | -155.1% | +60.5% |
| 10Y | +183.9% | +181.3% | +2.7% | +129.3% |
| All | +251.4% | +1,416.0% | -1,164.5% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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