+81.7%
KO vs FIVE
+35.6%
+46.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.8% |
| 7D | -0.8% | +1.7% | -2.4% | -0.8% |
| 30D | +0.8% | +5.0% | -4.2% | +0.6% |
| 3M | +8.3% | +29.5% | -21.2% | +7.3% |
| 6M | +14.0% | +12.4% | +1.6% | +13.4% |
| YTD | +26.9% | +31.2% | -4.3% | +25.5% |
| 1Y | +32.7% | +72.9% | -40.2% | +29.7% |
| 3Y | +63.9% | +53.0% | +10.9% | +62.5% |
| 5Y | +81.7% | +34.2% | +47.6% | +77.1% |
| All | +81.7% | +35.6% | +46.1% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling