+99.1%
KO vs FIVE
+19.0%
+80.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +1.8% | -0.5% | +2.4% | +1.9% |
| 30D | +8.7% | +17.4% | -8.7% | +8.0% |
| 3M | +13.5% | +7.0% | +6.5% | +13.1% |
| 6M | +25.6% | +20.5% | +5.1% | +24.6% |
| YTD | +42.3% | +33.1% | +9.2% | +40.5% |
| 1Y | +39.9% | +67.1% | -27.2% | +37.0% |
| 3Y | +87.5% | +41.9% | +45.6% | +87.8% |
| 5Y | +99.1% | +21.1% | +78.0% | +96.3% |
| All | +99.1% | +19.0% | +80.0% | +96.3% |
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 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