+177.9%
KO vs FISV
-2.2%
+180.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.1% | -7.2% | +6.1% | +0.5% |
| 30D | +1.6% | -7.2% | +8.7% | +3.0% |
| 3M | +5.8% | -8.2% | +13.9% | +7.3% |
| 6M | +14.3% | -17.7% | +32.0% | +18.1% |
| YTD | +27.3% | -27.2% | +54.5% | +34.6% |
| 1Y | +33.2% | -63.0% | +96.1% | +59.4% |
| 3Y | +64.5% | -59.8% | +124.2% | +80.6% |
| 5Y | +83.1% | -55.8% | +138.9% | +89.5% |
| All | +177.9% | -2.2% | +180.0% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling