+83.1%
KO vs FN
+101.0%
-17.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.7% | +0.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.9% |
| 30D | +11.5% | -34.3% | +45.8% | +9.2% |
| 3M | +10.8% | -39.9% | +50.7% | +8.4% |
| 6M | +22.3% | -51.8% | +74.1% | +19.2% |
| YTD | +39.5% | -28.1% | +67.7% | +38.8% |
| 1Y | +42.2% | -29.1% | +71.3% | +41.6% |
| 3Y | +83.1% | +102.4% | -19.4% | +89.3% |
| All | +83.1% | +101.0% | -17.9% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling