+64.9%
KO vs FN
+166.1%
-101.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -0.7% |
| 7D | -1.8% | -1.7% | -0.1% | -1.9% |
| 30D | +1.4% | -22.0% | +23.4% | +0.3% |
| 3M | +15.4% | -43.0% | +58.4% | +13.2% |
| 6M | +14.3% | -27.7% | +42.0% | +13.4% |
| YTD | +27.7% | -10.5% | +38.2% | +28.1% |
| 1Y | +32.7% | +12.5% | +20.2% | +34.8% |
| All | +64.9% | +166.1% | -101.2% | +72.8% |
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