+485.0%
KO vs FLR
+571.1%
-86.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.5% |
| 7D | -1.1% | -6.9% | +5.8% | -0.5% |
| 30D | +1.6% | +1.1% | +0.4% | +1.4% |
| 3M | +5.8% | +14.3% | -8.6% | +4.0% |
| 6M | +14.3% | +19.1% | -4.8% | +11.5% |
| YTD | +27.3% | +35.1% | -7.8% | +22.6% |
| 1Y | +33.2% | +29.5% | +3.7% | +28.4% |
| 3Y | +64.5% | +53.0% | +11.5% | +52.0% |
| 5Y | +83.1% | +238.9% | -155.8% | +52.4% |
| 10Y | +183.9% | +17.4% | +166.5% | +147.6% |
| All | +485.0% | +571.1% | -86.1% | +304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling