+81.7%
KO vs FE
+46.0%
+35.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +0.8% | -1.2% | +2.0% | +1.2% |
| 3M | +8.3% | +1.7% | +6.7% | +7.6% |
| 6M | +14.0% | -7.5% | +21.5% | +17.3% |
| YTD | +26.9% | +6.3% | +20.6% | +23.6% |
| 1Y | +32.7% | +10.9% | +21.8% | +27.1% |
| 3Y | +63.9% | +46.9% | +17.0% | +39.6% |
| 5Y | +81.7% | +47.6% | +34.1% | +51.8% |
| All | +81.7% | +46.0% | +35.7% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 5y: compounded portfolio wealth divided by compounded FE 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…
5y analysis · Full analysis span regression · 6 months rolling