+64.9%
KO vs FGI
-5.3%
+70.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -0.8% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | +1.4% | +65.4% | -64.0% | +1.6% |
| 3M | +15.4% | +23.5% | -8.1% | +15.5% |
| 6M | +14.3% | +60.5% | -46.3% | +14.8% |
| YTD | +27.7% | +30.0% | -2.3% | +28.2% |
| 1Y | +32.7% | +82.1% | -49.4% | +33.8% |
| All | +64.9% | -5.3% | +70.2% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling