+249.8%
KO vs FIVE
+868.1%
-618.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.3% |
| 7D | -1.8% | +4.3% | -6.0% | -2.2% |
| 30D | +1.4% | +12.5% | -11.1% | +0.3% |
| 3M | +15.4% | +31.2% | -15.9% | +12.4% |
| 6M | +14.3% | +14.4% | -0.1% | +12.4% |
| YTD | +27.7% | +33.9% | -6.2% | +23.7% |
| 1Y | +32.7% | +65.1% | -32.4% | +25.8% |
| 3Y | +62.2% | +49.0% | +13.2% | +52.1% |
| 5Y | +80.0% | +30.3% | +49.7% | +67.8% |
| 10Y | +175.6% | +481.1% | -305.5% | +114.5% |
| All | +249.8% | +868.1% | -618.3% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling