+667.3%
KO vs FE
+571.3%
+96.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +3.7% | +1.2% | +2.5% | +3.3% |
| 30D | +8.1% | +4.5% | +3.6% | +6.6% |
| 3M | +14.2% | +1.3% | +12.9% | +13.7% |
| 6M | +25.2% | +8.7% | +16.5% | +21.8% |
| YTD | +44.7% | +9.2% | +35.5% | +40.4% |
| 1Y | +43.4% | +7.0% | +36.4% | +40.0% |
| 3Y | +90.1% | +51.4% | +38.7% | +64.9% |
| 5Y | +103.0% | +47.7% | +55.3% | +76.1% |
| 10Y | +229.8% | +125.0% | +104.8% | +141.9% |
| All | +667.3% | +571.3% | +96.0% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling