+96.6%
KO vs FICO
+81.4%
+15.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.7% |
| 30D | +11.5% | +3.3% | +8.1% | +11.1% |
| 3M | +10.8% | -31.7% | +42.5% | +12.8% |
| 6M | +22.3% | -34.0% | +56.2% | +24.5% |
| YTD | +39.5% | -58.3% | +97.8% | +45.8% |
| 1Y | +42.2% | -57.9% | +100.1% | +48.4% |
| 3Y | +83.1% | -24.1% | +107.1% | +76.5% |
| All | +96.6% | +81.4% | +15.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling