+43.4%
KO vs FICO
-59.4%
+102.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +3.7% | +2.2% | +1.5% | +3.6% |
| 30D | +8.1% | +0.1% | +8.1% | +8.1% |
| 3M | +14.2% | -35.2% | +49.4% | +16.1% |
| 6M | +25.2% | -32.4% | +57.6% | +27.9% |
| YTD | +44.7% | -57.4% | +102.1% | +47.5% |
| 1Y | +43.4% | -58.5% | +101.9% | +46.0% |
| All | +43.4% | -59.4% | +102.8% | +46.0% |
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