+228.7%
KO vs FN
+700.1%
-471.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.3% | +9.2% | +2.0% |
| 7D | +3.7% | +0.3% | +3.5% | +3.7% |
| 30D | +8.1% | -16.5% | +24.7% | +8.4% |
| 3M | +14.2% | -42.1% | +56.3% | +15.4% |
| 6M | +25.2% | -52.9% | +78.1% | +27.2% |
| YTD | +44.7% | -28.0% | +72.7% | +43.5% |
| 1Y | +43.4% | -18.5% | +61.9% | +41.0% |
| 3Y | +90.1% | +93.9% | -3.8% | +70.9% |
| 5Y | +103.0% | +170.5% | -67.5% | +72.6% |
| All | +228.7% | +700.1% | -471.5% | +152.3% |
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