+484.4%
KO vs FIX
+8,590.7%
-8,106.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.0% | -0.4% |
| 7D | +0.2% | -7.2% | +7.5% | +0.5% |
| 30D | +9.1% | -35.1% | +44.2% | +12.4% |
| 3M | +11.0% | -34.3% | +45.2% | +14.0% |
| 6M | +24.0% | -42.9% | +66.9% | +28.1% |
| YTD | +40.0% | +19.5% | +20.6% | +35.0% |
| 1Y | +39.7% | +16.8% | +23.0% | +34.7% |
| 3Y | +84.8% | +506.7% | -421.9% | +47.3% |
| 5Y | +96.8% | +1,046.7% | -949.9% | +45.3% |
| 10Y | +209.7% | +3,800.0% | -3,590.2% | +97.9% |
| All | +484.4% | +8,590.7% | -8,106.3% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling