+653.3%
KO vs FE
+564.2%
+89.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +8.1% | +3.9% | +4.3% | +6.8% |
| 3M | +13.0% | -0.1% | +13.1% | +13.0% |
| 6M | +23.3% | +6.1% | +17.2% | +20.9% |
| YTD | +42.1% | +8.1% | +34.0% | +38.3% |
| 1Y | +39.9% | +4.4% | +35.5% | +37.6% |
| 3Y | +87.3% | +49.0% | +38.3% | +63.3% |
| 5Y | +99.3% | +46.1% | +53.1% | +73.5% |
| 10Y | +223.8% | +122.6% | +101.2% | +138.3% |
| All | +653.3% | +564.2% | +89.2% | +194.9% |
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