+224.2%
KO vs FN
+850.1%
-625.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | +0.6% |
| 7D | +1.8% | +8.0% | -6.2% | +1.6% |
| 30D | +8.7% | -19.1% | +27.8% | +9.1% |
| 3M | +13.5% | -29.8% | +43.3% | +14.2% |
| 6M | +25.6% | -43.2% | +68.8% | +26.9% |
| YTD | +42.3% | -18.9% | +61.2% | +40.7% |
| 1Y | +39.9% | -17.9% | +57.7% | +38.0% |
| 3Y | +87.5% | +120.1% | -32.6% | +68.1% |
| 5Y | +99.1% | +206.7% | -107.6% | +68.8% |
| 10Y | +224.2% | +804.7% | -580.4% | +148.3% |
| All | +224.2% | +850.1% | -625.9% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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