+177.9%
KO vs FIX
+5,963.7%
-5,785.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | +1.6% | -5.7% | +7.3% | +1.9% |
| 3M | +5.8% | -7.4% | +13.2% | +5.7% |
| 6M | +14.3% | +15.1% | -0.8% | +11.5% |
| YTD | +27.3% | +70.7% | -43.4% | +19.3% |
| 1Y | +33.2% | +111.9% | -78.8% | +21.3% |
| 3Y | +64.5% | +759.5% | -695.0% | +16.9% |
| 5Y | +83.1% | +2,164.4% | -2,081.3% | +5.9% |
| All | +177.9% | +5,963.7% | -5,785.9% | +37.7% |
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