+32.7%
KO vs FGI
+93.3%
-60.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -0.8% | +14.7% | -15.5% | -0.8% |
| 30D | +0.8% | +67.0% | -66.2% | +0.8% |
| 3M | +8.3% | +31.0% | -22.7% | +8.3% |
| 6M | +14.0% | +126.8% | -112.8% | +14.4% |
| YTD | +26.9% | +35.6% | -8.7% | +27.1% |
| 1Y | +32.7% | +108.9% | -76.2% | +32.8% |
| All | +32.7% | +93.3% | -60.6% | +32.8% |
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