+86.1%
KO vs FGI
-70.0%
+156.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | +10.1% | -3.4% | +13.4% | +10.1% |
| 3M | +12.2% | +61.8% | -49.5% | +12.1% |
| 6M | +25.1% | +17.0% | +8.1% | +25.0% |
| YTD | +41.3% | +31.4% | +9.9% | +41.3% |
| 1Y | +41.1% | +42.7% | -1.6% | +40.9% |
| 3Y | +86.3% | -0.1% | +86.4% | +86.8% |
| All | +86.1% | -70.0% | +156.1% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling