+43.2%
KO vs FICO
-57.1%
+100.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.2% |
| 7D | +4.4% | +0.4% | +4.0% | +4.4% |
| 30D | +10.7% | +1.7% | +9.1% | +10.5% |
| 3M | +11.3% | -33.0% | +44.4% | +13.2% |
| 6M | +24.0% | -33.9% | +57.9% | +26.9% |
| YTD | +39.7% | -58.5% | +98.2% | +45.5% |
| 1Y | +43.2% | -56.4% | +99.6% | +45.8% |
| All | +43.2% | -57.1% | +100.4% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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