+43.2%
KO vs FLR
+2.5%
+40.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.0% |
| 7D | +4.4% | +1.4% | +3.1% | +4.6% |
| 30D | +10.7% | -5.9% | +16.7% | +10.4% |
| 3M | +11.3% | -7.6% | +19.0% | +11.0% |
| 6M | +24.0% | -9.3% | +33.3% | +24.2% |
| YTD | +39.7% | +20.1% | +19.6% | +43.4% |
| 1Y | +43.2% | +3.0% | +40.2% | +46.5% |
| All | +43.2% | +2.5% | +40.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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