+102.9%
KO vs FFIV
+35.3%
+67.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.5% | +1.9% |
| 7D | +3.7% | -0.5% | +4.3% | +3.8% |
| 30D | +8.1% | -32.4% | +40.5% | +9.5% |
| 3M | +14.2% | -25.7% | +39.9% | +15.1% |
| 6M | +25.2% | -13.5% | +38.7% | +24.5% |
| YTD | +44.7% | +21.1% | +23.6% | +39.5% |
| 1Y | +43.4% | +29.4% | +13.9% | +37.1% |
| 3Y | +90.1% | +94.9% | -4.8% | +65.2% |
| All | +102.9% | +35.3% | +67.6% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling