+83.1%
KO vs FIS
-65.9%
+149.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.1% | -8.9% | +7.8% | -0.2% |
| 30D | +1.6% | -9.9% | +11.5% | +2.6% |
| 3M | +5.8% | 0.0% | +5.8% | +5.8% |
| 6M | +14.3% | -22.9% | +37.2% | +16.9% |
| YTD | +27.3% | -40.9% | +68.2% | +33.6% |
| 1Y | +33.2% | -40.4% | +73.6% | +39.6% |
| 3Y | +64.5% | -25.4% | +89.8% | +66.6% |
| 5Y | +83.1% | -64.8% | +147.9% | +98.9% |
| All | +83.1% | -65.9% | +149.0% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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