+43.4%
KO vs FGI
+17.8%
+25.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -25.2% | +27.0% | +1.8% |
| 7D | +3.7% | -14.4% | +18.1% | +3.7% |
| 30D | +8.1% | -11.8% | +19.9% | +8.1% |
| 3M | +14.2% | -46.2% | +60.5% | +14.2% |
| 6M | +25.2% | +5.2% | +20.0% | +25.1% |
| YTD | +44.7% | +10.5% | +34.2% | +45.4% |
| 1Y | +43.4% | +25.5% | +17.9% | +44.7% |
| All | +43.4% | +17.8% | +25.6% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling