+81.6%
KO vs FIX
+2,166.5%
-2,084.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | +0.4% |
| 7D | +0.4% | +6.1% | -5.6% | +0.5% |
| 30D | +1.5% | -2.7% | +4.2% | +1.5% |
| 3M | +11.8% | -10.9% | +22.8% | +11.7% |
| 6M | +16.2% | +29.0% | -12.8% | +15.8% |
| YTD | +28.1% | +76.9% | -48.8% | +27.5% |
| 1Y | +34.8% | +130.7% | -96.0% | +33.7% |
| 3Y | +65.5% | +790.7% | -725.2% | +45.6% |
| 5Y | +81.6% | +2,185.6% | -2,104.0% | +31.4% |
| All | +81.6% | +2,166.5% | -2,084.9% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling