+68.7%
KO vs FGI
-69.8%
+138.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.4% | +5.2% | -4.7% | +0.4% |
| 30D | +1.5% | +65.2% | -63.7% | +1.4% |
| 3M | +11.8% | +30.2% | -18.4% | +11.7% |
| 6M | +16.2% | +87.8% | -71.6% | +16.2% |
| YTD | +28.1% | +32.5% | -4.4% | +28.0% |
| 1Y | +34.8% | +93.6% | -58.8% | +34.5% |
| 3Y | +65.5% | -2.6% | +68.0% | +66.1% |
| All | +68.7% | -69.8% | +138.5% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling