+25.6%
KO vs FIX
-40.5%
+66.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.4% | +1.4% |
| 7D | +1.8% | +6.4% | -4.6% | +2.8% |
| 30D | +8.7% | -29.1% | +37.7% | +2.3% |
| 3M | +13.5% | -31.1% | +44.6% | +6.6% |
| 6M | +25.6% | -42.8% | +68.4% | +14.1% |
| All | +25.6% | -40.5% | +66.1% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling