+817.3%
KO vs FIS
+225.0%
+592.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +1.2% |
| 7D | +1.8% | -3.5% | +5.3% | +2.5% |
| 30D | +8.1% | -19.4% | +27.6% | +12.0% |
| 3M | +13.0% | -31.6% | +44.6% | +21.2% |
| 6M | +23.3% | -32.5% | +55.8% | +32.2% |
| YTD | +42.1% | -56.0% | +98.1% | +66.4% |
| 1Y | +39.9% | -55.5% | +95.4% | +63.3% |
| 3Y | +87.3% | -41.3% | +128.6% | +101.6% |
| 5Y | +99.3% | -72.3% | +171.5% | +147.4% |
| 10Y | +223.8% | -55.0% | +278.7% | +255.6% |
| All | +817.3% | +225.0% | +592.3% | +560.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling