+681.6%
KO vs FDS
+9,090.7%
-8,409.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.9% |
| 7D | +0.4% | -5.4% | +5.8% | +1.2% |
| 30D | +1.5% | +1.6% | -0.1% | +1.2% |
| 3M | +11.8% | +17.7% | -5.9% | +8.9% |
| 6M | +16.2% | +29.1% | -12.8% | +11.2% |
| YTD | +28.1% | +1.0% | +27.1% | +26.4% |
| 1Y | +34.8% | -21.6% | +56.4% | +37.6% |
| 3Y | +65.5% | -30.1% | +95.6% | +70.9% |
| 5Y | +81.6% | -20.7% | +102.3% | +83.1% |
| 10Y | +176.7% | +78.3% | +98.4% | +148.3% |
| All | +681.6% | +9,090.7% | -8,409.0% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling