+177.9%
KO vs FITB
+288.7%
-110.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | +1.6% | -5.5% | +7.1% | +2.6% |
| 3M | +5.8% | +4.1% | +1.6% | +4.9% |
| 6M | +14.3% | +18.7% | -4.4% | +10.4% |
| YTD | +27.3% | +18.2% | +9.2% | +22.9% |
| 1Y | +33.2% | +23.7% | +9.5% | +27.2% |
| 3Y | +64.5% | +130.8% | -66.3% | +36.0% |
| 5Y | +83.1% | +69.8% | +13.3% | +57.9% |
| All | +177.9% | +288.7% | -110.9% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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