+4,638.2%
KO vs FICO
+78,645.2%
-74,007.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +11.5% | +3.3% | +8.1% | +11.0% |
| 3M | +10.8% | -31.7% | +42.5% | +13.4% |
| 6M | +22.3% | -34.0% | +56.2% | +25.1% |
| YTD | +39.5% | -58.3% | +97.8% | +47.4% |
| 1Y | +42.2% | -57.9% | +100.1% | +50.1% |
| 3Y | +83.1% | -24.1% | +107.1% | +81.1% |
| 5Y | +94.8% | +85.3% | +9.5% | +76.4% |
| 10Y | +212.9% | +520.3% | -307.4% | +156.2% |
| All | +4,638.2% | +78,645.2% | -74,007.0% | +3,318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling