+435.7%
KO vs FFIV
+7,502.3%
-7,066.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.4% | -1.5% | +2.0% | +0.5% |
| 30D | +1.5% | -2.7% | +4.2% | +1.6% |
| 3M | +11.8% | -1.7% | +13.5% | +11.8% |
| 6M | +16.2% | +36.1% | -19.9% | +14.4% |
| YTD | +28.1% | +52.6% | -24.6% | +25.2% |
| 1Y | +34.8% | +21.5% | +13.2% | +33.0% |
| 3Y | +65.5% | +142.7% | -77.2% | +57.5% |
| 5Y | +81.6% | +92.6% | -11.0% | +74.1% |
| 10Y | +176.7% | +225.5% | -48.8% | +158.1% |
| All | +435.7% | +7,502.3% | -7,066.7% | +341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling