+96.6%
KO vs FN
+170.4%
-73.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.7% | +0.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.8% |
| 30D | +11.5% | -34.3% | +45.8% | +10.6% |
| 3M | +10.8% | -39.9% | +50.7% | +9.9% |
| 6M | +22.3% | -51.8% | +74.1% | +21.3% |
| YTD | +39.5% | -28.1% | +67.7% | +38.5% |
| 1Y | +42.2% | -29.1% | +71.3% | +41.1% |
| 3Y | +83.1% | +102.4% | -19.4% | +74.3% |
| All | +96.6% | +170.4% | -73.8% | +76.3% |
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 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