+80.4%
KO vs FLNC
-71.1%
+151.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.6% | +0.3% |
| 7D | -1.1% | -5.0% | +3.9% | -1.2% |
| 30D | +1.6% | -26.1% | +27.6% | +1.2% |
| 3M | +5.8% | -55.2% | +60.9% | +4.8% |
| 6M | +14.3% | -42.6% | +56.9% | +13.7% |
| YTD | +27.3% | -51.0% | +78.3% | +26.6% |
| 1Y | +33.2% | +43.3% | -10.2% | +32.3% |
| 3Y | +64.5% | -63.4% | +127.9% | +64.9% |
| All | +80.4% | -71.1% | +151.4% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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