+32.7%
KO vs FIX
+122.7%
-89.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -1.1% |
| 7D | -0.8% | +3.5% | -4.3% | -0.4% |
| 30D | +0.8% | -3.5% | +4.3% | +0.5% |
| 3M | +8.3% | -11.8% | +20.1% | +7.6% |
| 6M | +14.0% | +17.8% | -3.8% | +14.3% |
| YTD | +26.9% | +73.3% | -46.4% | +31.4% |
| All | +32.7% | +122.7% | -89.9% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling