+32.7%
KO vs FLEX
+102.8%
-70.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.7% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | +1.4% | -10.1% | +11.6% | +0.8% |
| 3M | +15.4% | -31.3% | +46.7% | +13.9% |
| 6M | +14.3% | +71.3% | -57.0% | +15.1% |
| YTD | +27.7% | +81.2% | -53.6% | +29.4% |
| 1Y | +32.7% | +98.5% | -65.8% | +35.5% |
| All | +32.7% | +102.8% | -70.1% | +35.5% |
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