+183.0%
KO vs FN
+890.7%
-707.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -0.8% | +5.8% | -6.6% | -0.9% |
| 30D | +0.8% | -20.6% | +21.4% | +1.3% |
| 3M | +8.3% | -28.6% | +37.0% | +9.1% |
| 6M | +14.0% | -20.7% | +34.7% | +13.8% |
| YTD | +26.9% | -8.1% | +35.0% | +25.4% |
| 1Y | +32.7% | +13.3% | +19.3% | +29.2% |
| 3Y | +63.9% | +175.7% | -111.7% | +44.8% |
| 5Y | +81.7% | +297.4% | -215.7% | +50.9% |
| 10Y | +183.0% | +950.9% | -767.9% | +110.2% |
| All | +183.0% | +890.7% | -707.7% | +110.2% |
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