+22.3%
KO vs FN
-52.0%
+74.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.7% | +1.2% |
| 7D | +1.7% | 0.0% | +1.7% | +2.0% |
| 30D | +11.5% | -34.3% | +45.8% | +6.9% |
| 3M | +10.8% | -39.9% | +50.7% | +5.8% |
| 6M | +22.3% | -51.8% | +74.1% | +16.1% |
| All | +22.3% | -52.0% | +74.2% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling