+4,250.2%
KO vs FITB
+2,836.2%
+1,414.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.4% | +2.8% | -2.4% | 0.0% |
| 30D | +1.5% | -4.5% | +6.0% | +2.1% |
| 3M | +11.8% | +5.7% | +6.2% | +10.9% |
| 6M | +16.2% | +17.1% | -0.9% | +13.6% |
| YTD | +28.1% | +18.3% | +9.7% | +24.8% |
| 1Y | +34.8% | +23.9% | +10.9% | +30.3% |
| 3Y | +65.5% | +131.1% | -65.6% | +45.3% |
| 5Y | +81.6% | +71.1% | +10.5% | +63.8% |
| 10Y | +176.7% | +283.9% | -107.2% | +116.0% |
| All | +4,250.2% | +2,836.2% | +1,414.0% | +1,476.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling