+177.9%
KO vs FDS
+66.9%
+111.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +1.6% |
| 7D | -1.1% | -16.0% | +14.9% | +2.7% |
| 30D | +1.6% | -6.7% | +8.3% | +3.0% |
| 3M | +5.8% | +6.0% | -0.2% | +3.8% |
| 6M | +14.3% | +25.1% | -10.8% | +7.0% |
| YTD | +27.3% | -8.1% | +35.5% | +28.0% |
| 1Y | +33.2% | -26.0% | +59.2% | +41.5% |
| 3Y | +64.5% | -36.4% | +100.9% | +80.2% |
| 5Y | +83.1% | -27.7% | +110.9% | +89.2% |
| All | +177.9% | +66.9% | +111.0% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling