+726.9%
KO vs FIS
+346.5%
+380.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +1.6% |
| 7D | +0.4% | -3.5% | +3.9% | +1.1% |
| 30D | +1.5% | -7.8% | +9.3% | +3.2% |
| 3M | +11.8% | +0.8% | +11.0% | +11.3% |
| 6M | +16.2% | -21.9% | +38.1% | +21.9% |
| YTD | +28.1% | -39.5% | +67.6% | +41.6% |
| 1Y | +34.8% | -41.0% | +75.7% | +49.6% |
| 3Y | +65.5% | -23.6% | +89.1% | +70.1% |
| 5Y | +81.6% | -65.6% | +147.2% | +118.1% |
| 10Y | +176.7% | -40.2% | +216.9% | +189.1% |
| All | +726.9% | +346.5% | +380.3% | +462.3% |
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