+177.9%
KO vs FLEX
+1,045.7%
-867.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.5% | +0.6% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +1.6% | -11.8% | +13.3% | +2.4% |
| 3M | +5.8% | -22.6% | +28.3% | +7.1% |
| 6M | +14.3% | +77.3% | -63.0% | +5.4% |
| YTD | +27.3% | +78.8% | -51.5% | +17.0% |
| 1Y | +33.2% | +86.1% | -52.9% | +21.3% |
| 3Y | +64.5% | +446.2% | -381.8% | +26.3% |
| 5Y | +83.1% | +689.7% | -606.6% | +30.5% |
| All | +177.9% | +1,045.7% | -867.8% | +69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling