+81.6%
KO vs FN
+299.7%
-218.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.4% |
| 7D | +0.4% | +3.5% | -3.1% | +0.5% |
| 30D | +1.5% | -26.0% | +27.5% | +1.0% |
| 3M | +11.8% | -33.3% | +45.1% | +11.4% |
| 6M | +16.2% | -14.9% | +31.2% | +15.8% |
| YTD | +28.1% | -8.6% | +36.6% | +27.7% |
| 1Y | +34.8% | +12.3% | +22.4% | +34.2% |
| 3Y | +65.5% | +174.4% | -108.9% | +57.4% |
| 5Y | +81.6% | +296.4% | -214.8% | +63.7% |
| All | +81.6% | +299.7% | -218.1% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling