+224.2%
KO vs FIX
+3,814.3%
-3,590.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.4% | +0.3% |
| 7D | +1.8% | +6.4% | -4.6% | +1.3% |
| 30D | +8.7% | -29.1% | +37.7% | +10.9% |
| 3M | +13.5% | -31.1% | +44.6% | +15.8% |
| 6M | +25.6% | -42.8% | +68.4% | +29.5% |
| YTD | +42.3% | +24.6% | +17.6% | +35.3% |
| 1Y | +39.9% | +21.9% | +17.9% | +33.1% |
| 3Y | +87.5% | +524.9% | -437.4% | +34.4% |
| 5Y | +99.1% | +1,092.2% | -993.2% | +22.7% |
| 10Y | +224.2% | +3,759.0% | -3,534.8% | +55.9% |
| All | +224.2% | +3,814.3% | -3,590.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling