+62.9%
KO vs FISV
-59.8%
+122.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.1% | -7.2% | +6.1% | -0.6% |
| 30D | +1.6% | -7.2% | +8.7% | +2.1% |
| 3M | +5.8% | -8.2% | +13.9% | +6.2% |
| 6M | +14.3% | -17.7% | +32.0% | +15.4% |
| YTD | +27.3% | -27.2% | +54.5% | +29.5% |
| 1Y | +33.2% | -63.0% | +96.1% | +41.3% |
| All | +62.9% | -59.8% | +122.7% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling