+33.6%
KO vs FIVE
+64.2%
-30.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | +1.6% | +3.0% | -1.4% | +1.6% |
| 3M | +5.8% | +23.2% | -17.4% | +5.8% |
| 6M | +14.3% | +9.2% | +5.1% | +14.6% |
| YTD | +27.3% | +28.1% | -0.8% | +29.3% |
| All | +33.6% | +64.2% | -30.6% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling