+177.9%
KO vs FIVE
+483.6%
-305.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +1.6% | +3.0% | -1.4% | +1.2% |
| 3M | +5.8% | +23.2% | -17.4% | +3.5% |
| 6M | +14.3% | +9.2% | +5.1% | +12.8% |
| YTD | +27.3% | +28.1% | -0.8% | +23.6% |
| 1Y | +33.2% | +65.3% | -32.1% | +25.7% |
| 3Y | +64.5% | +49.4% | +15.1% | +53.6% |
| 5Y | +83.1% | +29.5% | +53.6% | +70.2% |
| All | +177.9% | +483.6% | -305.8% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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