+43.2%
KO vs FERG
+3.8%
+39.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.9% |
| 7D | +4.4% | +7.7% | -3.3% | +4.1% |
| 30D | +10.7% | +11.5% | -0.7% | +10.2% |
| 3M | +11.3% | -2.4% | +13.7% | +11.2% |
| 6M | +24.0% | -4.0% | +28.0% | +24.7% |
| YTD | +39.7% | +13.4% | +26.3% | +36.7% |
| 1Y | +43.2% | +3.1% | +40.2% | +41.7% |
| All | +43.2% | +3.8% | +39.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling