+289.3%
KO vs FIVE
+848.8%
-559.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.8% | +2.4% | -0.7% | +1.5% |
| 30D | +8.1% | +15.8% | -7.7% | +6.7% |
| 3M | +13.0% | +3.8% | +9.3% | +12.5% |
| 6M | +23.3% | +18.5% | +4.7% | +21.0% |
| YTD | +42.1% | +31.2% | +10.9% | +37.8% |
| 1Y | +39.9% | +61.8% | -21.9% | +33.0% |
| 3Y | +87.3% | +39.9% | +47.4% | +76.8% |
| 5Y | +99.3% | +18.3% | +80.9% | +88.0% |
| 10Y | +223.8% | +510.0% | -286.2% | +151.2% |
| All | +289.3% | +848.8% | -559.5% | +185.8% |
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