+43.2%
KO vs FLEX
+23.4%
+19.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -12.3% | +13.4% | +0.3% |
| 7D | +4.4% | -17.0% | +21.4% | +3.3% |
| 30D | +10.7% | -33.8% | +44.6% | +8.4% |
| 3M | +11.3% | -39.0% | +50.4% | +8.7% |
| 6M | +24.0% | -15.9% | +39.9% | +20.2% |
| YTD | +39.7% | +27.8% | +11.9% | +35.9% |
| 1Y | +43.2% | +25.0% | +18.3% | +39.4% |
| All | +43.2% | +23.4% | +19.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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