+4,235.9%
KO vs FICO
+104,095.6%
-99,859.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.8% | +0.5% |
| 7D | -1.8% | -19.2% | +17.4% | -0.2% |
| 30D | +1.4% | -14.6% | +16.0% | +2.6% |
| 3M | +15.4% | -20.1% | +35.5% | +17.1% |
| 6M | +14.3% | -36.3% | +50.6% | +17.6% |
| YTD | +27.7% | -44.9% | +72.5% | +32.7% |
| 1Y | +32.7% | -38.6% | +71.3% | +36.3% |
| 3Y | +62.2% | +4.0% | +58.2% | +57.2% |
| 5Y | +80.0% | +99.5% | -19.5% | +63.0% |
| 10Y | +175.6% | +604.7% | -429.0% | +124.3% |
| All | +4,235.9% | +104,095.6% | -99,859.6% | +2,976.8% |
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 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