+62.9%
KO vs FFIV
+147.5%
-84.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | -1.1% | +1.6% | -2.7% | -1.0% |
| 30D | +1.6% | -3.7% | +5.3% | +1.5% |
| 3M | +5.8% | +2.0% | +3.8% | +5.8% |
| 6M | +14.3% | +39.3% | -25.0% | +14.6% |
| YTD | +27.3% | +56.1% | -28.8% | +27.6% |
| 1Y | +33.2% | +22.0% | +11.2% | +34.0% |
| All | +62.9% | +147.5% | -84.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling