+83.1%
KO vs FFIV
+95.0%
-11.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -1.1% | +1.6% | -2.7% | -1.2% |
| 30D | +1.6% | -3.7% | +5.3% | +1.8% |
| 3M | +5.8% | +2.0% | +3.8% | +5.4% |
| 6M | +14.3% | +39.3% | -25.0% | +10.9% |
| YTD | +27.3% | +56.1% | -28.8% | +21.9% |
| 1Y | +33.2% | +22.0% | +11.2% | +30.6% |
| 3Y | +64.5% | +148.2% | -83.7% | +42.4% |
| 5Y | +83.1% | +96.3% | -13.2% | +59.5% |
| All | +83.1% | +95.0% | -11.9% | +59.5% |
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